“If you’ve ever had that feeling of loneliness, of being an outsider,” the filmmaker Tim Burton once said, “it never quite leaves you.” Shirin Neshat channels this feeling into her art, which explores the relationships between women and Islam, and also the challenge of straddling two identities (Neshat was born in Iran but now resides in the U.S.). An exhibition open through next February at the Broad, in Los Angeles, surveys Neshat’s 25-year career. Meanwhile, in New York, she has curated a show in collaboration with the Center for Human Rights in Iran, a U.S. non-profit. It features the work of 13 contemporary Iranian women artists whose themes are akin to Neshat’s own. —J.V.