One of the curiosities of the current Academy Award season is that Australia was competing in the best foreign-language film category with a German-language film. Cate Shortland’s “Lore,” a drama about the waning days of World War II, did not pick up a nomination, but it has created a stir everywhere it’s been shown, winning audience awards at festivals on its way to opening in New York on Friday.

“Lore,” based on one of the novellas in Rachel Seiffert’s three-part “The Dark Room,” is the story of five young brothers and sisters forced to make their way alone across 500 miles of war-scarred territory to their grandmother’s house after their parents, staunch Nazis, are arrested by Allied troops. During that journey, the title character, a 15-year-old girl, and her siblings meet a young concentration camp survivor, also in flight, who both protects and exploits them....