HONG KONG—The pro-democracy group that organizes Hong Kong’s annual June 4 rally to commemorate those who died in the bloody Tiananmen Square crackdown in 1989 is being investigated by national security police on suspicion of collusion with foreign forces. Police sent a letter to the Hong Kong Alliance in Support of Patriotic Democratic Movements in China requesting information about its membership, finances, and activities by Sept. 7, according to a copy the group sent to reporters. Similar letters were sent to several individuals and associations that are members of the alliance, the group said. Police did not immediately respond to a request for comment. The letters accused the alliance of being “an agent of foreign forces.” Failure to provide the information by the deadline could result in a $12,840 fine and six months in jail, the letter said. The group said in July that it had laid off staff members …