WASHINGTON—President Trump is closer to his second Election Day than his first, and an impeachment probe threatens his political future. But inside Trump campaign rallies, it’s still 2016.

At each rally, energy pulsates through a crowd that waited hours to stand and chant for a border wall, a drained swamp and Hillary Clinton’s incarceration. They rejoice in the mention of every electoral vote as Mr. Trump recounts his victory, state by state.

Mr....