BAGHDAD — "Please, please," the young Saudi appeals in a whisper, "don't turn me over to the Americans." His face is charred and blistered. His head and arms are enveloped in gauze. Each word seems to beget pain. His haunted eyes dart about, his only noticeable movements. He is here to repent, under the stern guidance of an Iraqi intelligence agent. The setting is an anonymous office in the heavily barricaded Iraqi Interior Ministry. So what does he think now of "Sheik" Osama bin Laden, the interrogator asks? "He kills Muslims," the Saudi murmurs, his lips barely moving. And Abu...