Most of this show’s videos are projected on a loop, which you can look at freely, but two are projected at set times and can only be seen from the beginning. (Guards are stationed at the entrances; both are about 25 minutes and run on the half-hour.)

One of those is the murky, claustrophobic, absolutely relentless “Western Deep” (2002), hands-down Mr. McQueen’s greatest work in either art or cinema. Commissioned for Okwui Enwezor’s now legendary Documenta 11 exhibition of 2002, “Western Deep” drives us into the underworld of the global economy, via a descent into the world’s deepest mine, the TauTona goldmine near Johannesburg.

Its first shot unspools in near darkness, as we go down with the miners down a near-infinite elevator, espying their faces only in flashes, listening for minutes to the screech and rattle of the machinery. (Long takes are a McQueen signature, preserved in “Hunger” and “12 Years a Slave.”)

This is the heart of darkness, retained in South Africa’s post-apartheid state. Beneath the earth, the miners hazardously loose gold from the mine walls, but we see their labor only in flashes, whatever their headlamps allow. Mr. McQueen’s cuts are awkward and disjunctive, plunging us in and out of the mine; the sound oscillates between the clatter of the mining equipment and an even more disturbing silence.

At last, surfacing, we behold a terrifying (and unexplained) sequence of dozens of miners stripped to their boxers, performing calisthenics as doctors pace alongside, intercut with a blinking red light and a horribly loud buzzer. We learn nothing of these men’s lives, nor, for that matter, of the profits of the mining company.