It was among the juicier post-election recriminations: Fox News Channel quoted an unnamed McCain campaign figure as saying that Sarah Palin did not know that Africa was a continent. Who would say such a thing? On Monday the answer popped up on a blog and popped out of the mouth of David Shuster, an MSNBC anchor. “Turns out it was Martin Eisenstadt, a McCain policy adviser, who has come forward today to identify himself as the source of the leaks,” Mr. Shuster said. Trouble is, Martin Eisenstadt doesn’t exist. His blog does, but it’s a put-on. The think tank where...