Leni Riefenstahl, who died in 2003, aged 101, remains forever Google-able as “Hitler’s favorite director” for her daringly innovative documentaries The Triumph of the Will, about the Nazi rally in Nuremberg in 1934, and Olympia, about the Berlin Olympics of 1936. Acclaimed and infamous in equal measures —was she a pioneering genius, a Nazi propagandist, or maybe both? — Riefenstahl remains a subject of fascination and debate over whether her talent can be separated from her political views.

What exactly those views were, what Riefenstahl knew about Hitler and the Holocaust and when she knew it, is key to this debate and the subject of countless books and documentaries. It’s the question at the center of Riefenstahl, the new documentary from German filmmaker Andres Veiel (Black Box Brd).

The documentary screens out of competition at the Venice Film Festival, the same festival where Leni Riefenstahl won a gold medal for The Triumph...