Michael Lockshin is a film director, who grew up in both the United States and Russia. (Actually, he grew up in the Soviet Union, too.) He has made a magnificent movie: “The Master and Margarita,” based on Bulgakov’s classic novel. It is a sensation in Russia. It has been denounced by the authorities, for hitting too close to home: for depicting the struggle of artists against dictatorship. With Jay, Lockshin talks about literature, movies, identity, and Russia today.