After Islamic gunmen attacked the Westgate Mall in Nairobi, Kenya, the collective reaction from the US media was to speculate whether such terror could happen here, as if a jihadist assault on a mall inside America had never before been tried. CNN was typical: “Can it happen here? Yes, say security experts, but it hasn’t.” News flash: it did. On the evening of Feb. 12, 2007, a young Muslim man walked into the Trolley Square mall in Salt Lake City with a pistol-grip, 12-gauge shotgun and a 38-caliber revolver and opened fire on shoppers, killing five and wounding four others,...