Did Jeffrey Epstein kill himself, or was he murdered before the wealthy sex offender could point a finger and potentially implicate any of the high-profile, well-heeled predators in his orbit?

That’s the premise of Dasha Nekrasova’s provocative directorial debut “The Scare of Sixty-First.”

It’s a subject of intense interest to Nekrasova, an actor and host of the podcast “Red Scare,” who recalls living near the Metropolitan Correctional Center where Epstein was found dead in August of 2019. His presence, however unwelcome, loomed large over the city, and she found herself deep in an internet rabbit hole about conspiracy theories relating to Epstein’s demise. She became deeply suspicious of the true nature of his death, which was ruled a suicide with investigators saying the businessman strangled himself with his bed sheet.

Though Epstein doesn’t appear in “The Scary of Sixty-First,” which premieres Tuesday at the Berlin Film Festival,...