Suburban Albany is not known for its rip-roaring weekend scene, but this most recent Saturday night, it was the momentary center of the political universe, as an underfunded political party was using its quadrennial convention to try to force America’s most powerful and best-financed governor to submit to its demands. Though the Working Families Party’s conventions are typically low-key affairs, this one had drawn 800 activists and operatives and most of the New York press corps—all to see if the party would endorse conservative Democratic Gov. Andrew Cuomo or run a third-party candidate against him. In the end, when the...