In the 1850s, French aristocrat Amédée Carayon-Latour crafted “L’Armour et Fanatisme,” a song from the point of view of an Islamic knight in love with a blue-eyed Christian girl. It ends terribly: Their love is forbidden by Allah, so he heads to battle where he will likely die in the first wave of fighting. But the knight’s story lives on in an unlikely place—deep in the troves of folksongs recorded by Louisiana’s John and Alan Lomax. The song, recorded in 1934 in Loreauville—stands out among...