Movie buffs may recognize the name Gustav Möller because his debut feature, “The Guilty,” played Sundance, then went on to inspire an English-language remake starring Jake Gyllenhaal. The film famously took place on one end of an emergency services line, as an overcommitted police officer tried to rescue a distressed caller whose crisis wasn’t nearly as straightforward as it sounded. An impressive example of creativity within constraints, “The Guilty” invited audiences to make an action movie in their heads while giving them little more than the tense face of a single character to look at for most of its running time.

With “Sons,” Möller has made a more conventional film, but still does most of his storytelling off-screen. His protagonist is a Danish corrections officer named Eva Hansen. She’s half the size of most of the male prisoners on her ward, but can obviously hold her own, swelling...