The feelings some of us have about the Sundance Film Festival border on the religious. I don’t mean that we’re a cult; I mean that the force that Sundance represents is a religion worth believing in.

What follows is a representative roster of some of the Sundance films of the last 35 years that I think were made memorable by their quality of danger. “Poison” (1991). In 1987, Todd Haynes made the ...