After stunning battlefield setbacks, Russia moved to cement its grip on territory it occupies in eastern and southern Ukraine, as Kremlin proxies there announced plans on Tuesday for referendums on annexation to Russia, indicating a possible escalation of the war. The Kremlin signaled that if Russia were to go forward with annexation — even if no other countries recognized it — any further military action by Ukraine in those regions could be seen as an attack on Russia itself, justifying any military response by the nation with the world’s largest nuclear arsenal. “Encroaching on the territory of Russia is a...