MILAN—The Vietnamese-born, Berlin-based artist Danh Vo likes to tell the story of how he became a Danish citizen. After the fall of Saigon in the Vietnam War, his father built a boat that was intended to carry a hundred refugees, including the four-year-old Vo, to a new life in the United States. But instead of arriving in the New World, the boat was picked up by a Danish tanker, which according to Danish law was required to return any found passengers to the vessel’s point of origin.

Over the years, Vo, now 33, has made a diverse body of work that includes appropriated photographs, found-object sculpture, epistolary exchanges, and various performative actions, and he has consistently returned to the themes of his oft-repeated anecdote: dislocation, citizenship, coincidence, and frustration. His is an art that takes on themes of personal and national identity in a globalized, haphazard, and unforgiving world.  

The artist’s latest show, at Milan’s Galleria Zero through February 21, includes a series of works that, like his father’s boat voyage, each represents a dream that ends in disappointment. A totemlike sculpture comprising a washing machine, a refrigerator, a TV, a wooden crucifix, and a personalized entrance card to a casino — all given to his grandmother by the Immigrant Relief Program and the Catholic Church upon her arrival in Germany — evokes the empty hope that immigration to the West will lead to a better life. A complementary piece, built around a saddle used by a missionary active in Vietnam between 1958 and 1966, mocks the high-minded naivete of Western imperialism.

In two other works, Vo turns to more personal concerns. A sculpture consisting of a long key chain and three keys — to a car, a hotel room, and an apartment, all of them given to the artist by an ex-boyfriend — are the sorry remains of an aborted love. And a photograph of Vo’s other grandmother, selected for its amateurish focus on her hand rather than her face, reminds us of the difficulty of representing oneself in a dignified manner.

In “Last Fuck,” as this show is called, Vo attempts to rescue, and reinvent, these forgotten remnants of dashed idealism.

Here are Vo’s picks of what to see this weekend in Milan.

1. Basilica of Sant’Ambrogio

“It’s a very old church that has interesting bell towers and relics. The structure’s post–World War II renovation is quite interesting.”

2. Leonardo da Vinci’s Last Supper at Santa Maria delle Grazie

“The art is amazing, and so is the security system. Book tickets far in advance.”

3. Santa Maria Presso di San Satiro

“This small church had too little space to make a ground plan into the shape of a cross, but its designers came up with an interesting solution for that.”

4. Cimitero Monumentale di Milano

“This is just an amazing cemetery, with an army of dramatic sculptures.”