Just one month ago, Mitt Romney’s supporters thought that they had Iowa fairly well in hand. But there was Mr. Romney last week, telling several hundred people at a high school cafeteria in Marion that he was the underdog and pleading for their help to keep him from being derailed at the caucuses by the rise of Mike Huckabee. “You’re going to do something which people don’t expect,” Mr. Romney told them, “which is give me a victory.” His campaign is working feverishly to right itself, zeroing in on Mr. Huckabee’s past moderate record on immigration with critical television advertisements,...