This fall, New York artist Roxy Paine is heading to Chicago to exhibit his life-size diorama of a fast-food restaurant carved from birch wood, down to the straws. In Paris, German artist Georg Baselitz is about to unveil his show of 12-foot-tall bronze women. Next week in New York, Matthew Day Jackson will roll out his latest creation—a 13-foot-long roadster designed by his uncle, built by his cousin and wrecked, temporarily, by his crew on a New Jersey track.

Just don't look for any of this art in a museum—yet. Thanks to...