What an election: The one-time mayor of Ellis Island, grandson of Italian immigrants, has to make nice with the modern-day Know Nothings if he wants a shot at his party's nomination for the presidency. Mayor Giuliani gets immigrants. He's lived their dreams. He's governed their city. He's won their hearts and their minds and their votes. But now he must walk a razor's edge between advocating sensible immigration reforms on one side and demonizing immigrants as criminals and invaders on the other. Having transgressed from conservative orthodoxy irreparably on one issue, abortion, Mr. Giuliani has been pursuing a strategy of...