TERRE HAUTE, Indiana—On the first Saturday of Donald Trump’s presidency, as protesters and marchers stormed the nation’s capital and cities around the country, Dick and Jane Ames threw a party. Four days earlier, they visited a Party Mania store and purchased two big red balloons, $11 apiece, one in the shape of the number 4 and the other in the shape of a 5. For $50, they purchased a cardboard cutout of the guest of honor. Jane, 74, prepared a tantalizing, if at first blush random, spread of food. She whipped up a tamale casserole, a tossed salad with tomatoes,...