“The air used to be clean and the sex used to be dirty,” said the late British artist Sebastian Horsley. “Now it is the other way around. Soho has lost its heart.” The exhibition “Shot in Soho” couldn’t agree more. It celebrates the district’s rich past as a hub of tolerance, defiance, and multiculturalism—a history caught by renowned photographers such as William Klein, Anders Petersen, and Corinne Day—while emphasizing the current threat to Soho’s identity: gentrification locally and nationalism on a broad scale. —J.V.