A Ted Nugent concert is 75 percent hard-charging rock 'n' roll and 25 percent a celebration of red-white-and-blue values. At the heart of his message is that our freedom can be taken away if it isn't understood and defended. All Americans should be mindful of that danger this Independence Day. In between rock anthems such as "Cat Scratch Fever" and "Stranglehold," Mr. Nugent hails the United States as the best country on Earth but cautions that American exceptionalism mostly exists despite the government, not because of it. When the universal rights that make America special are threatened by government overreach,...