“Separated,” from veteran documentarian Errol Morris (Oscar-winner for “The Fog of War”), is one of his best nonfiction forays, mostly because the filmmaker is angry and hits his points home. He’s showing us how cruel and inhumane the Trump administration was when they separated children and parents at the Mexican border in 2017 and 2018. Trump was forced to end the policy once it was brought to light by negative public opinion and the courts.

As disturbing as the film is, like too many worthy nonfiction films these days, “Separated” lacks a distributor. Because it’s based on NBC newshound Jacob Soboroff’s book “Separated: Inside an American Tragedy,” the movie was backed by NBC News. So you’d think streamer Peacock, or theatrical distributor Focus, might take it on. Not so fast.

It’s often a challenge to get an unfinished movie into a film festival, and Labor Day weekend...