Thanks to a certain current blockbuster film, almost everyone is now familiar with J. Robert Oppenheimer, the so-called father of the atomic bomb. And while Christopher Nolan’s film starring Cillian Murphy does indeed touch upon the fact that Soviet spies worked alongside him at Los Alamos, what became of those spies is not discussed in “Oppenheimer.” However, “A Compassionate Spy,” the new documentary from Steve James (“Hoop Dreams"