It’s so hard to reconcile the prim self-denial prescribed by modern Mormon dogma (no caffeine, alcohol, or pre-marital sex) with the cartoonish fantasy fulfillment at the church’s foundational core: polygamy and defiance of the federal government. Under the Banner of Heaven, on Hulu, is a remarkably engrossing thriller based on a series of real murders in Utah in 1984 that exposes not just the killers but also the contradictions of the Church of Jesus Christ of Latter-Day Saints. In this horrific tragedy, the squeaky-clean public face of the church is challenged by an apostate fundamentalist sect seeking to restore the 19th-century diktats of Joseph Smith and Brigham Young. The series is based on the 2003 nonfiction account by Jon Krakauer (Into Thin Air) and was created by Dustin Lance Black, who grew up in a Mormon household. The series has a message, obviously, but it unfolds as a twisty crime procedural, following two detectives, one a Mormon, the other a Paiute Indian, as they struggle to make sense of the vicious homicides in their small town. —Alessandra Stanley