The Wounded Knee Massacre of 1890 appears in many history textbooks as the “end of the Indian Wars” and a signal moment in the closing of the Western frontier. The atrocity had many causes, but its immediate one was the U.S. government’s effort to ban a religion: the Ghost Dance, a new Indian faith that had swept Western reservations over the previous year.

The history of this episode—in which the U.S. Army opened fire on a mostly unarmed village of …