The British artist Penny Goring isn’t one to shy away from personal trauma. Instead, she transforms it into myth, embodying her anguish in ghoulish sculptures and paintings. In this exhibition, dismembered females appear in small portraits, while nearby, dolls missing body parts hang eerily from the walls. Goring’s first iteration of the exhibition was titled “Escape from the Castle,” a reference to a do-it-yourself puzzle book from the 1980s. But this time around, prospects are more bleak. The show is a labyrinth with no escape, challenging viewers to come if they dare. —E.C.