Octavio Cortazar's docu-drama La Ultima Rumba de Papa Montero (The Last Rumba of Papa Montero) uses rumba beats and Afro-Cuban lore to tell the story of one of Cuba's great rumberos. As with any nation obsessed with dance, Cuba comes alive here with every stomp of the foot. Even in death, Papa Montero is resilient—buried in a local cemetery he's now become "a dead man who won't...