“Mexico City in 1939 was filled with music, dance, painting, sculpture, new movies and good conversation,” reads the New York Times obituary of Natasha Gelman. A young beauty from Eastern Europe, she found her way to Mexico City and there met her future husband, Jacques Gelman, that very year of 1939. He made a fortune producing Mexican movies, and this allowed the couple to build a world-class art collection, one that included important 20th-century Mexican art. The work of their productive friends Diego Rivera and Frida Kahlo is front and center. For those who can’t get enough Frida, this exhibition includes more than 50 photographs of the artist taken by noted photographers, as well as several of her own self portraits. Also here: Rivera’s poignantly stylized Calla Lily Vendor. —J.V.