MILWAUKEE—Standing by the charred remains of an auto-parts store, one of several businesses destroyed after rioting here Saturday, Donovan Southerland just shook his head.

“It took me by surprise, you think this happens in big cities, Chicago or L.A., but you never think something like this can happen in your neck of the woods,” said Mr. Southerland, who has spent 32 of his 36 years here in Milwaukee. Pointing out shards of glass still on the floor, he said “It is just breathtaking. I’m looking at it, but I still can’t believe...