Democrats have failed all year to find a cogent midterm campaign theme, but one appears to be attaching to them all the same: Listen to what we say; ignore what we do.

Nowhere is this truer than in blue, blue New Jersey, where Sen. Bob Menendez is suddenly struggling. Businessman and Republican nominee Bob Hugin has spent months educating Garden State voters on Mr. Menendez’s adventures with a now-convicted criminal. The more the voters learn, the tighter the race becomes. Recent public polls have awarded Mr. Menendez a 6-...