An installation view of “Myth and Marble: Ancient Roman Sculpture from the Torlonia Collection.” Courtesy of the Art Institute of Chicago

Welcome to One Fine Show, where Observer highlights a recently opened exhibition at a museum not in New York City, a place we know and love that already receives plenty of attention.

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To hear some people tell it, men can’t stop thinking about the Roman Empire. This might be true given their recent behavior on airplanes, where........

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