[Editor’s Note: The following review contains spoilers for “The Agency” Season 1, Episode 10, “Overtaken By Events.”]

The finale of “The Agency,” Showtime’s espionage thriller from writers John-Henry and Jez Buttersworth, opens on Michael Fassbender concealing his face. The man they call Martian is revving up his motorcycle, so he pushes down his black helmet and slides the visor shut over his eyes. In the moment, it’s a practical matter, but later, when he’s struck by a passing car and thrown from his bike, the habitual safety choice becomes another stark reminder of what’s at stake for our lovelorn spy: If he wants to survive, he has to hide his identity. Always. Without fail.

Throughout the 10-episode first season of “The Agency,” adapted from the 2015 French series “Le Bureau des Legendes,” Martian has to mask his true intentions in order to get what he wants. Sometimes, it’s for work, like when he’s trying to...