“For as long as I can remember,” said the artist Edvard Munch, “I have suffered from a deep feeling of anxiety which I have tried to express in my art.” Anxiety is certainly evident in the distorted images of Munch’s “The Frieze of Life”—a series of paintings from the 1890s, which includes The Scream. But after a psychological collapse in 1908, in a lesser known cycle of lithographs called “Alpha and Omega,” Munch delved even deeper into darkness. “Edvard Munch and the Cycle of Life” explores the connection between the artist’s personal pain and his work. —E.C.