NEW YORK—Few artists’ lives have been as intimately interconnected with their art as Nan Goldin’s. Throughout her career, she has used photography as what she once famously called “the diary I let people read.” So we have witnessed the ups and downs of her life in greater detail than has often seemed comfortable.

With her current exhibition at the Matthew Marks Gallery in New York, however, she takes us closer to her own psychological edge than ever before. The show is called Chasing a Ghost, and it includes the unforgettable and frankly distressing three-screen slide and video presentation Sisters, Saints, & Sybils.

This piece premiered in Paris in 2004 and, after a brief prelude telling the story of Saint Barbara, it focuses in excruciating detail on Goldin’s sister Barbara’s suicide—and upon Goldin’s own hospitalization and stays in detox clinics. Goldin spoke to ArtInfo on the eve of her departure for Moscow, where she is showing at the city’s Museum of Modern Art as part of the Photobiennale.

Chasing a Ghost, the first installation by the artist to include moving pictures and a fully narrative score and voiceover, is on view at Matthew Marks' West 24th Street location through April 22.

Nan, people are talking about Sisters, Saints, & Sybils as a real development in your work—a step away from the slide shows and in the direction of cinema.

It has been promoted as if it’s the first time, but I’ve made a couple of movies with collaborators before. I made a movie with the BBC in 1995 called I’ll Be Your Mirror, and I shot my own video in that, and worked on the editing for a couple of weeks, and was very involved in the whole process. And I made another film about AIDS with someone who used to be a friend of mine in Paris.

So is it true to say that you’re moving in the direction of cinema, and that the slide shows are a sort of halfway house?

I do want to make movies. That’s been my desire since I was a child. I’m supposed to be making a longer-version movie of this same piece for Arte TV.

But here it’s in this three-screen version. It rather reminds me of the triptych format that you use in some of your photographs.

The idea came out of the architecture of the Salpêtrière in Paris, which is the oldest mental hospital for women and prostitutes in the city. That’s where it was developed and that was where it was shown in 2004, and that’s really the context of the piece.

It was an incredible piece because it was done on three huge screens, 50 meters across. It’s was a collaboration with Raymonde Couvre—she’s a scenographer—and the idea of using three screens came out of her suggestion of using the three arches in the middle of the chapel. But it also goes with the triptych of Saint Barbara, my sister Barbara and myself. There was constantly the idea of a triptych.

Tell me a bit about Saint Barbara. Because it comes at the very beginning, her story of confinement and martyrdom rather sets the tone for the whole of the rest of the piece, I thought.

The story of Saint Barbara is not very much fleshed out in this version of the film. But at the Salpêtrière Chapel, which is 35 meters high, we had Swiss alpine climbers go up and lower black felt over the windows, leaving three windows uncovered. This is part of the miracle of Saint Barbara—there were only two windows in the place where she was entombed by her father, but supposedly through her faith she created a third window for the holy ghost. So the Salpêtrière Chapel was blackened apart from these three windows. You could see this from all over Paris, because it’s a very high tower.

So it was a real public spectacle?

After it opened, it was such a big success. It was commissioned by the Festival d’Automne, which invites an international artist every year, and Sisters, Saints, & Sybils got twice as many visitors as anyone else’s work. Twice as many as Bill Viola, which surprised me. Twenty thousand people saw it during the six-week installation, and 400 people fainted during that time, which I was quite proud of.