It is two weeks before Rosh Hashanah 1929, the Jewish New Year, and the movie show is about to start at the Capitol, one of New York’s huge “picture palaces.” Over the decade, the theater has often programmed a minor work on Jewish motives to acknowledge the holidays, but this year, their choice is more ambitious: conductor Yasha Bunchuk raises his baton, and the eighty-man Capitol Grand Orchestra opens the program with Leo Zeitlin’s Palestina.

Trained in Russia, Zeitlin (1884–1930) was an a...