Attorney General Eric H. Holder Jr. on Wednesday defended his decision to prosecute five men accused as co-conspirators in the Sept. 11 attacks in federal court in Manhattan, declaring that while he believes “we are at war,” that the venue was the best place to pursue the case against them. Despite criticism that holding such a trial presented greater risks than a military commission, Mr. Holder argued that there were fewer differences between the rules for federal court and the military panels than some critics realize. And, he argued, the Southern District of New York has a long history of...