Joshua Oppenheimer is tired.

The two-time Academy Award nominee isn’t simply spent at the tail end of an exhausting week for the American body politic. Nor has he tossed and turned his way through countless sleepless nights, doomscrolling through the nightmare scenarios of what a second Trump administration could mean for Americans’ civil rights, the rule of international law, women’s bodies, the fate of the planet — take your pick.

Speaking with Variety at the Thessaloniki Film Festival, where the “Act of Killing” director’s first fiction feature, “The End,” is the closing film, Oppenheimer has just arrived from Japan, where he spent two weeks with his husband, a Japanese novelist, visiting the in-laws while his partner researches his next book.

The filmmaker barely managed to sleep on the plane, though he is poised, thoughtful and gracious to a fault as he powers through his festival press junket. He is also determined and defiant,...