“How I ever get any objects finished,” Joseph Cornell wrote in 1940, “especially with the endless detail that goes into them, is always a mystery to me.” But then, Cornell’s work is all about mystery. And detail. And the endlessness of imagination. Never pass up a chance to see the work of Cornell. Here in Phoenix: 12 two-sided collages, two unlidded boxes filled with rolled paper and spools of thread, and one shadow box. —L.J.