In Star Trek VI, we learn that the Klingons enjoy Shakespeare, going so far as to construct a mythos that he was really a Klingon in disguise. This would suggest that plays and spoken-word theatre are widely enjoyed.

In the episode "TNG : Firstborn", Worf and Alexander attend the festival of Kot'baval. There are several art-forms on display

Colourful pottery

Fire dancing

Street theatre (a sort of interactive opera)

...the festival of Kot'baval is in progress. Although there are signs of modernity, the town square has an ancient, almost medieval feel to it -- it has heavy stone walls, and little storefronts where colorful Klingon wares are sold. A Klingon street opera is being performed in the town square. TWO KLINGONS are singing and engaging in mockcombat, accompanied by LIVE MUSICIANS who are making a din only a Klingon could love. WORF : Where have you been? ALEXANDER : We were watching the fire dancers.

Worf has a number of items of sculpture in his quarters. These may or may not be of Klingon origin:

The Klingons practice the art of poetic reading, both for personal enjoyment as well as in their mating rituals. Worf notes in "TNG : Up the Long Ladder"

WORF : It is among the Klingons that love poetry achieves its fullest flower.

and in TNG : The Dauphin:

WORF : No. Men do not roar. Women roar. Then they hurl heavy objects. And claw at you. WESLEY : What does the man do? WORF : He reads love poetry. He ducks a lot.

The sourcebook "Klingon for the Galactic Traveler" (written by Mark Okrand, the creator of the Klingon Language) lists a wide variety of contemporary art forms enjoyed by Klingons including popular music, carving, sculpture, painting, contemporary (spoken word) theatre, etc:

Popular Music

Klingon "popular" music, for lack of a better term (there is no Klingon word referring exclusively to this type of music), is more free-form; indeed, it is characterized by its almost rebellious nature. This is not to say that any specific song may be modified at will. Quite the contrary- the words, melody, and rhythm of any given song change very little over time. For new songs, however, stylistic innovation is both acceptable and commendable. The words to popular songs sometimes follow the same linguistic tradition as Klingon opera and some-times are in the modern language.

Visual Arts

Carving and, to a lesser degree, painting also play prominent roles in Klingon society. Statues are found in public spaces, weapons and uniforms are embellished with distinctive decoration, ceremonial implements feature classic patterns. A visitor to the Klingon Empire should have at least passing familiarity with the fundamentals of Klingon art. One of the most highly developed of the Klingon arts is sculpture. A statue of any kind, realistic or abstract, is a {Hew}. The part of a weapon with ornamentation, such as the handle of a knife, is usually decorated by means of carving. Even modern weaponry, such as a dis ruptor pistol or disruptor rifle is decorated. What the Federation would classify as a painting, that is, featuring an image not carved into it but painted onto it is made by applying pigment/dye derived from either an animal or plant source.

Mark Okrand also described using abusive language as an art form, although he may be speaking figuratively :-)