JIM SHAW: ENTERTAINING DOUBTS A wide range of work by the superb Los Angeles-based artist, emphasizing his interest in fallen heroes, disgraced political figures, and broken economies. The show is centered on new work using old theatrical backdrops, but includes much more. Through January 2016. Massachusetts Museum of Contemporary Art, North Adams. 413-662-2111, www.massmoca.org
LEONARDO DA VINCI AND THE IDEA OF BEAUTY A small but powerful exhibition of around 30 drawings by Leonardo, his followers, and his rival Michaelangelo. Includes Leonardo's so-called Codex on Flight, showing the original Renaissance Man's investigations into flying, and a drawing of an angel described by the art historian Kenneth Clark as "the most beautiful . . . in the world." Through June 30. Museum of Fine Arts. 617-267-9300. www.mfa.org
BYZANTIUM TO RUSSIA: THE ORIGINS AND DEVELOPMENT OF RUSSIAN ICONS 1200 TO 1900 Rare icons and artifacts from the British Museum feature in this show that traces the development of sacred art in Byzantium and Russia. Includes two famous 14th-century icons — "Saint John the Baptist" and "Saint George and the Dragon" — never previously sent to a US museum. Through Sept. 12. Museum of Russian Icons, Clinton. 978-598-5000, museumofrussianicons.org
PETER SAUL Forty paintings and works on paper, made between 1959 and 2012, by the funky CalArts-trained artist, who is known for his rambunctious, cartoon-style, politically-charged imagery in gaudy colors. (Pictured: "Yankee Garbage.") Through Nov. 29. Hall Art Foundation, Reading, Vt. 802-952-1056, www.hallartfoundation.org (by appointment). SEBASTIAN SMEE
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