Like the Beatles’ Jo-Jo, Ahmed Mahad Mohamed left his home in Tucson, Arizona, but he wasn’t in search of California grass. Instead, young Mohamed had a loftier aspiration in mind: he wanted to become a great warrior for Allah, wielding his righteous sword to cast off the heads of the enemies of Islam until he was killed and taken up to paradise, where the famous heavenly virgins would be waiting to greet him.It wasn’t the most common career path for a young man from Tucson, but this is not Barry Goldwater’s Arizona, and Mohamed was able to find at least...