The Slovenian band Laibach is best appreciated not as a music group but as a deliberately confounding aesthetic construct. Its publicity photos, the personas of band members and their music videos have, since the group’s 1980s beginnings, borrowed from the imagery and style of 20th-century totalitarian regimes. But their music never matched the provocation of their presentation. The critic Robert Christgau once commented: “Not fascists — in fact, probably antifascists. That’s something.”

The Norwegian filmmaker Morten Traavik, who has directed a number of Laibach videos, arranged for the group to perform in Pyongyang, North Korea, in 2015 as part of wide-ranging official commemorations of the anniversary of Korean liberation from Japanese colonial rule in 1945. Mr. Traavik has extensive experience dealing with the country’s bureaucracy. Still, “Liberation Day,” a documentary of preparations for the concert directed by Mr. Traavik and Ugis Olte, is a consistently understated chronicle of Westerners who are very carefully playing with fire. In one scene, some of the band’s technicians complain about the lack of a sound check, as a half-dozen North Korean censors mill about the empty hall. “It is a sound check,” another crew member insists. “It’s not; it’s an exam,” an exasperated roadie grumbles back.

Laibach’s music these days is kitschy Europop with Count-Draculaesque vocal croaks up front, courtesy of the singer Milan Fras. The movie is very careful not to reveal the inner workings of the band, but several breadcrumblike clues are dropped by Ivan Novak, a member from early days who now works behind the scenes. But this withholding, intended to maintain Laibach’s mystique, contravenes the ostensible documentary function of the movie.