At two campaign rallies in Tennessee on Saturday night, the Republican presidential candidate Herman Cain said that part of his immigration policy would be to build an electrified fence on the country’s border with Mexico that could kill people trying to enter the country illegally. But by Sunday morning, in a dramatic change of tone, Mr. Cain, a former restaurant executive, said he was only kidding. “That’s a joke,” Mr. Cain told the journalist David Gregory during an appearance on NBC’s “Meet the Press,” where he was asked about the electrified fence. “That’s not a serious plan. I’ve also said...