Since 1976’s “Taxi Driver,” filmmaker Paul Schrader says he has been looking for certain problems that he could place within a metaphor. In that case, he says, “It was a young man’s sense of loneliness, and the yellow taxi car was the metaphor. And I’d put the two together to create sparks and see what happens.”

He does it again in his latest movie, “The Card Counter,” which bows at the Venice Film Festival Sept. 2. This time, he wanted to do the story of someone in purgatory — the casino circuit was the perfect setting. “When was the last time you saw someone laughing there?” he asks. The film follows William (Oscar Issac), a veteran who served at Abu Ghraib. He is also a lonely and tortured soul.

“I discovered when I put the metaphor and a problem next to each other that this was a man who would...