In the “haunted house,” famously provocative pieces by Gober and Louise Bourgeois luxuriate in the spareness of their installation. A garage-like space features only cars, one constructed entirely of cigarettes by Sarah Lucas, another out of black feathers by Elmgreen & Dragset. Astonishing pieces from Miuccia Prada and her husband Patrizio Bertelli’s private holdings include a Thomas Demand underground grotto, Nathalie Djurberg’s grotesquely comic animated movies inside an eccentric, mushroom-shaped hut, fifteenth-century tapestries, and works by Yves Klein, Piero Manzoni, and Donald Judd.