“Let’s talk about why you plan to kill me.” It was March 1987, and Milt Bearden was sitting in a spare interview room at the Islamabad headquarters of Pakistan’s Inter-Services Intelligence (ISI) agency. Bearden was then the CIA’s station chief in Islamabad, serving as the link between Washington and the U.S.-funded Afghan rebels bleeding the Soviets in Afghanistan. He had come to see the mujahedin’s most lethal warlord, a radical Islamist named Gulbuddin Hekmatyar. No other Afghan leader had received more money from the United States than Hekmatyar, yet he showed his Western patrons precious little gratitude. He claimed to despise the United States as much as the Soviet Union, and, while visiting the United Nations two years earlier, he had refused...