President Donald Trump’s decision to release nearly 3,000 classified documents offered a haystack of new details about the assassination of President John F. Kennedy in November 1963 by Lee Harvey Oswald, including some shedding light on the CIA’s failed pursuit of the assassin just weeks before the murder took place.

The tranche of files, posted to the National Archives’ website Thursday evening, ranged from records concerning how the CIA raided the trash at the Cuban embassy in Mexico City to transcripts of interviews of...