There are, remarkably, people who still believe that history has a “right side”—and Britain-based travel writer Rory MacLean, with his “firm and unwavering belief in the promise of the future,” is one of them. Intriguing, informative and infuriating, Mr. MacLean’s latest work, “Pravda Ha Ha: True Travels to the End of Europe,” is something of a return, literally and figuratively, to the ground covered in his beautifully written first book, “Stalin’s Nose” (1992), an account of a trip around Eastern Europe during that exhilarating interlude between the fall of the Berlin Wall and the collapse of the Soviet Union.