Avery Danziger is drawn to excess (an observation he seems to like). Take his photographs of a shuttered psychiatric hospital with its peeling, molding, rusting planes, its bone-deep ruin, its pencilled note to no one there. Not for 19 years.

The rambling Harlem Valley Psychiatric Center in Wingdale, NY, closed in 1994, has given up to neglect and the chaos that follows. But Danziger’s images of the walls, the plumbing, the pools of still red water on the floor, the decay are stunning.

So are other, earlier works like his images from Mexican caves revealing curious...