Skeptics of cap-and-trade have found their cinematic answer to Al Gore’s An Inconvenient Truth in Bjorn Lomborg’s new documentary, Cool It. Lomborg, 45, has an innocent-sounding résumé: He is director of the Copenhagen Consensus Center, a Danish think tank that researches cost-effective ways for governments to spend aid money. However, the film begins with clips of scientists denouncing him as a traitor, a parasite, and an idiot. In one shot, Stephen Schneider, the late Melvin and Joan Lane Professor for Interdisciplinary Environmental Studies at Stanford University, tells the camera crew that they’re “not helping the world” by publicizing Lomborg’s efforts....