Walter Salles’ deeply poignant “I’m Still Here,” the Brazilian director’s return to his homeland and to the filmmaking form that yielded his Oscar-nominated “Central Station,” begins where maybe every movie set in Rio de Janeiro should: at the beach. A stray dog disturbs a game of volleyball. Girls dab Coca-cola onto their skin as tanning lotion. Little kids play football and flirty teens trade gossip about pop stars and boys they like. In the sparkling water, Eunice Paiva (a stunning turn from Salles regular Fernanda Torres) floats on her back, squinting against the sun. There isn’t a cloud in the sky. But there is a helicopter.

It is Christmastime in 1970 and Brazil is six years deep into the military dictatorship that would last for another 15. But on a day like this, amongst people like the Paiva family – Eunice, her engineer husband Rubens (Selton Mello) their five volleyball-playing, Coke-tanning,...