“Wherever we can go, that’s where we’re going,” Fatima Hussaini says in “Midnight Traveler,” an up close and personal documentary about statelessness and survival.

An Afghan filmmaker, mother and wife, Hussaini adopted yet another identity in 2015: political refugee. That year the Taliban called for the death of her husband, Hassan Fazili, a filmmaker who owned a cafe in Kabul that served both men and women. Together with their two young daughters, the couple fled Afghanistan, beginning an arduous, multiyear odyssey that took them across continents and some scarily inhospitable countries.

As expected, Hussaini and Fazili were not able to take many belongings with them, but they had their cellphones, which they used to shoot this movie. (“Midnight Traveler” was directed by Fazili and written by Emelie Mahdavian , one of the producers.) They recorded a journey that starts in Tajikistan — just as they’re being deported after numerous asylum appeals have been rejected — and then takes them back to Afghanistan and circuitously to sites across Europe. (It’s not clear why their requests were denied.)

The journey takes so long that you can roughly gauge the passing of time by the children’s physical growth. At some point, the couple’s daughters, Nargis and Zahra, also begin shooting material. Like their mother, they assume new roles as chroniclers of their own ordeal, at times providing some of the movie’s most charming, poignant sights and sounds.