“What,” I sometimes ask students in a class I teach on the history of terrorism, “was the name of the Islamic State’s branch in Europe?” It is a trick question: the Islamic State (also known as ISIS) never set up a full-fledged European branch. The group’s self-proclaimed caliph, Abu Bakr al-Baghdadi, knew better than to try. By 2014, when ISIS formalized its split from al Qaeda and established itself as the dominant player in the global Salafi-jihadi movement, Western security services had figured out how to make it effectively impossible for the group to establish a base of operations...