For many years Nick Cave, of the Australian rock band Nick Cave and the Bad Seeds, lived the life you’d expect of a rock and roller. It’s only recently that he’s opened up to fans. His communiqués have taken the form of newsletters that cultivate candid discussions with followers, a black-and-white movie documenting his band’s recording of “Skeleton Tree,” and, most recently, an exhibition collecting more than 300 objects and installations that invite viewers to peer into Cave’s life. “Stranger than Kindness” is accompanied by soundscapes composed and recorded for the exhibition by Cave and Warren Ellis. —J.V.