The concept of “total work of art” is most often associated with composer Richard Wagner and his legacy, but he was far from the only artist across disciplines who accomplished it. Les Ballets Russes, an itinerant ballet company established in Paris that was active between 1909 and 1929 also fits the label. Two exhibitions, “Crafting the Ballets Russes: The Robert Owen Lehman Collection” at the Morgan Library in New York (through September 22) and “Women Artists of the Ballets Russes: Designing...