Perspectives on Shakespeare's tragedy have changed over the decades. As Nonso Anozie said when playing the title role for Cheek by Jowl in 2004, white actors once "concentrated on their perception of what a black man is". Laurence Olivier, whose 1964 performance in polished ebony make-up was once the gold standard for the part, famously observed black dock workers to learn their gait and mannerisms.

Hedda Gabler is a Hollywood star of The Golden Age – or rather, she was. She walked off the set of two movies into a five-film deal and didn’t come back. Millions watched her, but only a very select few saw her, and that paradox became insupportable.

Those in the know were privy to a secret that would, in 1948 under the USA's racist Hays Code and its British mimicking, ruin her, professionally and personally. She knows that her Sword of Damocles swung closer every day, even behind drawn curtains.

There was a time when Gilbert & George made provocative pictures that probed the body politic for sore points that others preferred to ignore. Trawling the streets of East London, where they’ve lived since the 1960s, the artist duo chronicled the poverty and squalor of their neighbourhood in large photographic panels that feature the angry, the debased and the destitute.

This must be the first time a black artist has been honoured with a retrospective that fills the main galleries of the Royal Academy. Celebrating Kerry James Marshall’s 70th birthday, The Histories occupies these grand rooms with such joyous ease and aplomb that it makes one forget how rare it is for blackness to be given centre stage.

“It is so disgraceful, what happened there,” says Anita Lasker-Wallfisch, in a comment that is the understatement of the century. She is referring to the genocide perpetrated by the Nazis in concentration camps like Auschwitz-Birkenau, where she was held prisoner.

That friend you have who hates musicals – probably male, probably straight, probably not seen one since The Sound of Music on BBC 1 after the Queen’s Speech in 1978 – well, don’t send them to Charing Cross Theatre for this show. But that other friend you have – enjoyed Hamilton, likes a bit of Sondheim, seen a couple of operas – do send them.

On walking into Mikalene Thomas’s exhibition at the Hayward Gallery my first reaction was “get me out of here”. To someone brought up on the paired down, less-is-more aesthetic of minimalism her giant, rhinestone-encrusted portraits are like a kick in the solar plexus – much too big and bright to stomach. Could I be expected to even consider accepting these gaudy monstrosities as art?

Donald Rodney’s most moving work is a photograph titled In the House of My Father, 1997 (main picture). Nestling in the palm of his hand is a fragile dwelling whose flimsy walls are held together by pins. This tiny model is made from pieces of the artist’s skin removed during one of the many operations he underwent during his short life; sadly he died the following year, aged only 37.

As something of an immigrant to the capital myself in the long hot summer of 1984, I gobbled up Absolute Beginners, Colin MacInnes’s novel of an outsider embracing the temptations and dangers of London.

Most Brits don’t know much about South Africa today, but we do know about house values, so this new comedy by South African playwright and screenwriter Amy Jephta is comprehensible – even in its incoherent moments (of which there are several).