It’s hard to imagine an experimental Danish documentary siphoning off too much Best Actor attention. But make no mistake: In The Ambassador, Mads Brügger—who, as both featured performer in and auteur of films that seek to capture reality through fiction, is sort of the Euro film-festival equivalent of Sacha Baron Cohen, when Cohen was interesting—gives what has to be one of the year’s riskiest and most committed performances. A document of a lie created in order to tell the truth, The Ambassador begins with Brügger purchasing a diplomatic title on the black market in order to travel to the Central African Republic (CAR) in the guise of an ambassador to Liberia. To his title brokers and his new African associates, Brügger claims his goal is to use his perceived position (and bribes, secretly funded by the Danish Film Institute) to go into business with blood-diamond miners and move the gems out of the country under the cover of diplomatic immunity. Because he needs a business front, Brügger also claims to be building a match factory in the incredibly disadvantaged region—one staffed by Pygmies. As Brügger tells it, the CAR is “a Jurassic Park for people who long for the Africa of the 1970s,” making it “a magnet for white men with hidden agendas.” The Ambassador bursts out of the gate and then slows into an endurance exercise for Brügger and the viewer: How long will he be able to pull this off? You watch both fearing that something spectacularly tragic could happen, and knowing that if this film exists, it probably didn’t. The magic of Brügger’s performance is that it earns that suspension of disbelief.