SIMFEROPOL, Crimea — After Russia annexed Crimea practically overnight, the Russian bureaucrats handling passports and residence permits inhabited the building of their Ukrainian predecessors, where Roman Nikolayev now waits daily with a seemingly mundane question. His daughter and granddaughter were newly arrived from Ukraine when they suddenly found themselves in a different country, so he wonders if they can become legal residents. But he cannot get inside to ask because he is No. 4,475 on the waiting list for passports. At most, 200 people are admitted each day from the crowd churning around the tall, rusty iron gate. “They set...