Music: Philharmonia Hungarica

The world's newest symphony orchestra has its headquarters in an old yellow palace in Baden, a spa near Vienna where Austrian families take the waters. The building's former tenants were Russian security and counter-espionage agents, and the doors on the upper floors are still heavily padded, having once muffled the sounds of police work. This fact has grim significance for the new tenants, almost all of them refugees from the Russian terror in Hungary. Last week, led by Conductor Zoltan Rozsnyai, 31, onetime associate conductor of the Budapest Philharmonic, Hungary's refugee musicians were...