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“These images have never been released.” Those words flash onscreen with the solemn portent of a “based on true events” title card at the beginning of a horror movie. But what follows is a lot scarier than most horror movies. The Newburgh Sting, an HBO-produced doc that the cable network will air later this month following its AFI DOCS run, first looks at one terror-inducing scenario: homegrown jihadists, recruited by a pair of men who are under FBI surveillance, planning to blow up a Bronx synagogue and take out a plane from a local airfield. They’re caught on tape before being apprehended while trying to set the bombs. But once they reach the fruition of the sting operation, directors Kate Davis and David Heilbroner tell an even more chilling tale: one of a government entrapment operation designed, for PR purposes, to prey on the poor and feeble-minded in a dying upstate New York town. The directors make a compelling case, interviewing not just friends and family of the accused, but using the government’s own tapes and interviews with former FBI operatives visibly disgusted by their former employer’s tactics.