In the Italian drama “Nostalgia,” strangers watch the streets from their windows, closing the shutters when the comings and goings become too dangerous to witness. This is Naples, where shadows flit along the rooftops and curtains close after dark. The only figure who seems to move freely through the streets is Felice (Pierfrancesco Favino), a businessman who abandoned the city as a teenager, and who has returned for the first time in 40 years.