It’s rare to get excited about a DVD release. It is even rarer to get excited about a director. Margin Call and its director JC Chandor are rare exceptions. Devised in 2005, the idea for the film came about when the director and his chums, testing the waters of the volatile yet lucrative New York property market, were offered $10m by a bank - few questions asked. By 2006, their plan of buying a building, renovating and flipping it became an undone deal as one of Chandor’s group pushed them to sell up - an act thatproved to be prudent in hindsight.

American indie director Ira Sachs’s last film was Married Life, and he returns to similar territory in Keep the Lights On, which could just as easily be titled Scenes from a Relationship. Episodes over the decade from 1998 onwards tell the story of the coming together - and falling apart - of a New York gay relationship, one that Sachs has said draws on his own life.

Last year at the National Theatre, Jonny Lee Miller appeared in Frankenstein with Benedict Cumberbatch ("two excellent performances", according to theartsdesk's Sam Marlowe). Maybe something rubbed off, because now here's Miller following in Cumberbatch's footsteps as another 21st-century Sherlock Holmes, in this new series from CBS in the States.

This year it’s been all about 50^th anniversaries. If 1962 was a cultural foundation stone, it’s unlikely that 1987 will inspire quite so much in the way of plaques and bunting. It is, however, 25 years since Suzanne Vega released her definitive second album, the platinum-selling Solitude Standing, and last night at the Barbican she completed a short series of concerts – the others were in Boston and two in her native New York – to mark its birthday. This being Vega, it was a wry, modest, sideways type of celebration.

William Klein’s exhibition opens with Broadway by Light (1958), a celluloid elegy to advertising made in the days before neon. Myriad bulbs flash the names of brands like Coca Cola, Camel, Budweiser and Pepsi across New York’s night sky. Silhouetted against vast hoardings, men perch on ladders to hang letters outside Broadway theatres or screw in brightly coloured bulbs that create gaudy, syncopated patterns which, when reflected in rainwater puddles, ripple and shimmer with the subtlety of abstract paintings.

Donald Fagen's fourth solo album arrives 30 years after his first one, The Nightfly, though there can be no doubting that it's the work of the same artist. The quizzical chord sequences, supple instrumental interplay and teasingly cryptic lyrics will be instantly familiar to students of his work, and indeed of the later days of Steely Dan.

Julie Delpy’s 2 Days in New York, released on DVD and Blu-ray today, is the fifth feature written (or co-written) and directed by the French actress-filmmaker and her sequel to 2007’s 2 Days in Paris. It is, therefore, another hyper, chaotic comedy of Franco-American cultural discord.

After 65 years in music, over 55 of them as a solo artist and songwriter, it’s a tad surprising that Neil Sedaka has taken until now to declare he’s revealing the real Neil. Even when his former girlfriend and Brill Building colleague Carole King was baring it all in song, he kept it less personal. The Real Neil isn’t so much a window into his soul though, but a follow-on from recent tours where Sedaka has performed solo, accompanying himself on piano.

When Hindle Wakes opened in 1912 in London, the script was burned in the street. Stanley Houghton, a member of the Manchester School of playwrights, had exposed one of society's double standards: that it was fine for a man to have a guiltless fling before marriage, but it was not acceptable for a woman. The problem with Bethan Dear's earnest revival is that the play no longer holds the same moral force. Today, the idea that Fanny Hawthorn, a mill girl, goes away for the weekend with Alan Jeffcote, the mill owner's son, and then refuses to marry him is hardly shocking.

Shields leaves standing everything Grizzly Bear have done previously. Four albums in, the Brooklyn quartet move forward with their most focused, most cohesive album yet. The folk influence remains, as do traces of their love of The Beach Boys, but Shields is – mostly – so confident it could be a debut album. It’s also the first time all the songwriting has been credited to the entire band.