Mohamed Alanssi slid the photos of his once-happy life across the table of a Union Station restaurant. The portrait of his wife with two of his six children. The picture showing the living room of the $1 million home he built in his native Yemen when he was a prosperous businessman. The 1970s snapshot of him as a low-level employee at the U.S. Embassy in Yemen, shaking hands with the U.S. ambassador. But that happiness ended after he made the mistake of becoming an FBI terrorism informant, Alanssi said tearfully in an interview three weeks ago. His cooperation had been...