TEHRAN, Iran—Iran’s military began its annual war games in a coastal area of the Gulf of Oman, state TV reported Sunday, less than a month before upcoming nuclear talks with the West. The report said navy and air force units as well as ground forces were participating in a more than 1 million square-kilometer (386,100 square-mile) area east of the strategic Strait of Hormuz. Nearly 20 percent of all oil shipping passes through the strait to the Gulf of Oman and Indian Ocean. State TV said brigades including commandos and airborne infantry deployed for the annual exercise. Fighter jets, helicopters, military transport aircraft, submarines, and drones were also expected to take part in the drill. It wasn’t immediately clear how long the exercise would last. Dubbed “Zolfaghar-1400,” the war games are aimed at “improving readiness in confronting foreign threats and any possible invasion,” state TV said. U.S. officials said last …