“In the future,” Andy Warhol once said, “everyone will be famous for 15 minutes.” The comment refers to the ephemeral nature of fame, but also to a randomness that’s rather democratic. A murderer can be as famous as a saint. Certainly Warhol was obsessed with the iconic images of his time. “Fame” presents his renowned portraits of Elizabeth Taylor, Muhammad Ali, and Dolly Parton, among others, along with filmed portraits, or “screen tests,” of other famous faces. This is Saudi Arabia’s first Warhol retrospective. —Elena Clavarino