Lee Harvey Oswald talks to the media in a Dallas police station, Nov. 23, 1963.

Photo: Associated Press

Less than a year after John F. Kennedy’s assassination, the Warren Commission released its findings to the public: JFK was killed by Lee Harvey Oswald, who acted alone. The new tranche of files the National Archives released last week contains nothing that calls that conclusion into question. But many Americans do anyway.

When the Warren report came out in September 1964, some 80% agreed with its finding that Oswald acted alone. Today more than 60% don’t believe Oswald acted alone. The persistent belief in a conspiracy has been fueled by the 400 books published on the Kennedys, most on the multitude of conspiracy theories revolving around Cuba, the Soviet Union, the Mafia, Texas oil interests, Lyndon B. Johnson and so on. One of the most amusing, in an effort to shift the blame from the leftist Oswald, lists my father and me as part of a White Russian conspiracy.

We did have a connection with Oswald. My father, a native Russian speaker, taught the language at a public library in Fort Worth, Texas. Oswald wanted a certificate of fluency in Russian and invited my father and me to his brother’s house. There we met Lee’s wife, Marina, for whom my father translated after the assassination. Moscow and some American leftists accused him of mistranslating her to shift the blame to Lee. Lee’s brother identified me as Lee and Marina’s only friend during their stay in Forth Worth.

I never doubted that Lee did it, or that he did it alone, when I saw his image on the TV screen as he was brought into Dallas police headquarters. As I told the Secret Service the next day, the Lee Harvey Oswald I knew would be the last person I would recruit for a conspiracy. He was genetically incapable of being either a leader or a follower.

The Warren report itself is a masterpiece in careful investigation. Its agents interviewed almost everyone who crossed paths with the Oswalds, down to fellow passengers on Lee’s bus to Mexico City and a landlord who once knocked on their door. The explanation of the sustained rejection of its findings rests with incredulity that history-changing events can happen by chance, especially through the actions of a nobody like Lee Harvey Oswald—a paranoid, delusional high-school dropout who expected his Historic Diary to make him an intellectual figure of the left.

I have a quite different picture as I remember waving goodbye to Lee and Marina as they boarded the night bus from Fort Worth to Dallas on Nov. 22, 1962, exactly one year before the assassination. Lee had all the attributes for a “low-tech” assassination: motive, resources, persistence, street smarts and the soul of a killer. He also needed a string of the coincidences that formed the brew for the conspiracy theories that seem to have won the day.

The loss of national innocence begun with JFK’s assassination has only gotten worse—the Pentagon Papers, WikiLeaks, Russiagate, evidence of a partisan bureaucracy, and questioning of formerly revered institutions such as the Supreme Court and Federal Bureau of Investigation. Can public trust be regained after such damage?

Mr. Gregory is a professor emeritus of economics at the University of Houston, a research fellow at Stanford’s Hoover Institution and author of “The Oswalds: The Untold Account of Lee and Marina.”