One of the most emotionally overwhelming scenes in any new movie this year takes place at a New Year’s Eve party. Partway through Julia Loktev’s enthralling documentary, “My Undesirable Friends: Part I—Last Air in Moscow,” we find ourselves at a gathering of several Russian independent journalists, toasting the end of a truly hellish 2021 (“To a new year without Putin!”). They huddle around a TV and watch a compilation of video clips from various friends and fellow-travellers (journalists, activists, human-rights workers, election watchdogs, and more), who unleash a welcome flood of encouraging messages: “It wasn’t an easy year”; “We expected it to be bad, but it turned out even worse”; “Hell is breaking loose”; “But it’s O.K., somehow we survived”; “The solidarity of young people amazes me”; “Remember, any catastrophe can be turned into a step forward”; “Everything changes. We have to remember that it changes thanks to us”; “Friends, breathe deeper. Reboot yourselves”; “Evil is not eternal, and truth will surely win.”