New Delhi, Aug. 24 -- There is a building on Little Saint James that appears in almost every photograph ever taken of the island, and no two accounts agree on what it was for. The permit application filed with the Virgin Islands government described a pavilion designed for music, and said it would house a grand piano. The Romanian artist who did its interior work says Jeffrey Epstein called it his mosque. The internet settled on temple. It is now painted over and boarded up, and no document has surfaced that resolves the question.

That gap runs through everything about this place. The documented record on Little Saint James is narrow, specific and damning, and it was produced by a territorial law enforcement action that named what happen...