“Election Day” isn’t a film that highlights the horse-race aspect of American politics, nor is it about red or blue states. Instead, director Katy Chevigny and her colleagues from Arts Engine Inc. aimed to capture a much more complex story—or rather, a multilayered and interconnecting set of stories—about an array of Americans from different states, backgrounds and political positions, all taking part in some way in the 2004 U.S. presidential election.