Disclosure Day, Steven Spielberg’s latest sci-fi thriller, concludes with an alien delivering a mysterious message that the film intentionally withholds from viewers.

As the hunt for the next James Bond continues, Steven Spielberg has long moved on from the idea of directing a 007 movie.

Driven by—or possessed—by her connection to extraterrestrials that dates back to a childhood abduction, Emily Blunt’s Margaret Fairchild is able to commandeer her local new station in Kansas City, and...