If three makes a trend, then take “The Order” as a proof of fact: Nobody delivers true crime quite like Justin Kurzel. Following 2011’s “Snowtown” and 2021’s “Nitram,” the filmmaker’s latest factual thriller confirms the Australian auteur as an expert of the form, a skilled technician at ease and at the peak of his abilities when conveying ambient unease. Premiering at this year’s Venice Film Festival, “The Order” might be the filmmaker’s most accomplished work to date, offsetting a kind of broody fatalism against natural splendor, and punctuating the bloody affair with an action beat.

While both “Snowtown” and “Nitram” played as slow builds towards specific tragedies – tallying the institutional and personal failings that led to the Snowtown murders and the Port Arthur massacre – this latest film hews a more rolling timeline, tracking a white-supremacist splinter group responsible for a handful of murders and a string of heists,...