The new documentary Immigrant Songs: Yiddish Theater and the American Jewish Experience, produced by the Milken Archive of Jewish Music, is fast, entertaining and a good introduction to the topic. Focusing mainly on the musical side of the story, but covering ‘straight plays’ as well, the film opens with a superb ‘warm-up act’: “Hu Tsa Tsa,” a stock Yiddish vaudeville number performed by the widely mourned Bruce Adler, who died in 2008 at age 63…