Marla Ailor attended President Donald Trump’s inauguration last year with her family, and remembered thinking it was a long day. So she breathed a sigh of relief on Friday as she watched Melania Trump’s documentary and saw that — after a day that included three balls and returning to the White House at 2 a.m. — the first lady kicked off her heels. “It’s a gauntlet,” she said. “You really appreciate what they have to go through in order to get through an event like that, and what their day must really be like.” Ailor, the elected clerk-treasurer of nearby...