Scholars have debated for a century why Mexican revolutionary Pancho Villa attacked the frontier town of Columbus, New Mexico, on March 9, 1916—a deadly incursion and infamously the only time in the 20th century that a major foreign army invaded the continental United States. According to my family’s most spectacular story, recounted at reunions with a quizzical smile, he was looking to kill my grandfather. Villa was likely motivated by a constellation of reasons, but most accounts note a grievance with a prominent merchant named Sam Ravel, whom the Villistas desperately sought on that murderous March night. They did not find him; Ravel—my grandfather—was in El Paso for a medical appointment. The story has long intrigued me, even as I wondered if it was true. How did a Jewish immigrant from Lithuania land in a dusty border town and get tangled up with one of Mexico’s most notorious figures? To learn more, in March 2016 I joined family members on a pilgrimage to New Mexico to attend the annual Columbus Memorial Day service, which that year marked the centennial of the raid. As we drove west on Highway 9 from El Paso, peering to our left for a glimpse of the border, my cellphone ...