Fifteen years ago on a cold grey Saturday in mid-February, Trafalgar Square was filled with people marching to Hyde Park in opposition to the proposed invasion of Iraq. A million people gathered in London. Three times that number turned out in Rome. That day, across Europe and the rest of the world, between six to eleven million people participated in the largest coordinated anti-war rally in history.

Hie thee to Oxford, for it is doubtful that we will see the like of this exhibition again this side of the Atlantic. American art of the 1920s and 1930s was once disregarded in its homeland in favour of Francophile superiority, and once it fell into critical and commercial favour it became too expensive to move around at the beckoning of would-be international hosts.

Painted in ice-cream shades punctuated with vivid red, the series of portraits made by Picasso in the early weeks of 1932 are as dreamy as love letters. His mistress Marie-Thérèse Walther – we assume it is she – lies adrift in post-coital languor, her body spread before us as a delicious and endlessly fascinating confection.

The American artist, Joan Jonas is one of the pioneers of performance art. Now 82, she is being honoured with a Tate Modern retrospective and Ten Days Six Nights, a festival of live art in which many of her performances are being recreated.

Sometimes you come across an artwork that changes the way you see the world. Tacita Dean’s film portrait of the American choreographer Merce Cunningham (main picture) is one such encounter.

It is a very human crowd at Victorian Giants: The Birth of Art Photography. There are the slightly melancholic portraits of authoritative and bearded male Victorian eminences, among them Darwin, Tennyson, Carlyle and Sir John Herschel.

Mortality inflects commemoration. So it is with portraiture: the likeness – particularly those which celebrate lives of status and accomplishment – will always be limned with death.

Francis Bacon and Lucian Freud are here to draw in the crowds, but also to set the tone of a Tate Britain exhibition that explores the equivalence of flesh and paint in depictions of the body that even at their most tender and sensual rarely stray far from the brutal and disturbing.

“I start out as an outsider, usually photographing other outsiders, and then at some point I step over a line and become an insider,” wrote American photographer Bruce Davidson. “I don’t do detached observation.” A large number of the images in Another Kind of Life were taken by photographers who took care to befriend their subjects.

On entering the gallery, you are greeted by the cheeping of birds. A flock of zebra finches flies around a circular cage and comes to rest on the branches of the apple tree “planted” in Mark Dion’s latest installation (main picture), before taking off on another circuit. Despite being confined inside an aviary, they seem happy enough; how, though, does one tell?