KHARKIV, UKRAINE – Prison is always a place of mourning. But perhaps learning of Margaret Thatcher’s death in this place is grimly appropriate, because it made me remember the imprisoned society of my youth that Thatcher did so much to set free.

For many of us who grew up in the Soviet Union and its satellites in Eastern Europe, Margaret Thatcher will always be a heroine. Not only did she espouse the cause of freedom – particularly economic freedom – in Britain and...