The Thanksgiving tale of the Pilgrims and the Indian has an astonishing, less well-known back story. The story of how the Pilgrims arrived at our shores on the Mayflower—and how a friendly Patuxet native named Squanto showed them how to plant corn, using fish as fertilizer—is well-known. But Squanto’s full story is not, as National Geographic’s new Thanksgiving miniseries, “Saints & Strangers,†shows. That might be because some details of Squanto’s life are in dispute. The important ones are not, however. His story is astonishing, even raising profound questions about God’s role in American history. Every Thanksgiving we remember that,...