This blockbuster, with its broad definition of the Caribbean as encompassing not only islands but rim and diaspora, is an exhausting and often confusing proposition-but worth the effort. A thematic breakdown means that some of the hundreds of artists on view-ranging from the colonial period to the present-turn up in more than one venue. Go to the Studio Museum for slavery and banditry; to El Museo for economy and identity; and to the Queens Museum for populism and the sea, including some great images of mermaids.