By now we’re used to the story of the “self-created” star, whether it’s a film star, an art star, a rock or even classical music star. Yes, there must be talent, but self-presentation—hair, clothes, and attitude—goes to the making of an icon. One of the most fascinating exhibitions of recent years was “Georgia O’Keeffe: Living Modern,” which analyzed the consistency of O’Keeffe’s aesthetic, from painting to wardrobe to home decor to the way she posed in photo portraits. The artist Frida Kahlo, whom feminists worship with red votives, similarly stage-managed her own iconography. “Appearances Can Be Deceiving” looks at the ways clothing figured in Kahlo’s paintings and in her life; and strikes notes of pathos by showing the braces and corsets that held her injured spine straight under those colorful Mexican dresses. —L.J.