The Spanish-American War was fought over Cuba, but led to conflict halfway across the world in the Philippines. The Americans won. And as the opening titles of “Amigo” inform us, “They decided to stay.” The Philippine-American War hasn’t been explored on screen nearly as much as other conflicts. “Amigo” is an involved, almost epic look at how one small town, and one small-town mayor, fared after the U.S. became an occupying power. But it’s by no means the last word on this fracas. It’s too politically unsophisticated for that.