Lawrence Alkin Gallery, London, until 26 November

Lucy Sparrow’s previous felt projects have been wide ranging. She filled bathroom cabinets with delightfully useless fabric recreations of every pharmaceutical treatment from thrush to lice to athlete’s foot. She stocked an entire corner shop in London with cushiony bags of Doritos, chocolate bars, and pints of milk. She recreated a weapon store with fluffy knives, guns, and grenades. As though these furry displays weren’t tempting enough to prod and squeeze, Sparrow’s latest felt display is an amalgamation of items reportedly most seized upon by shoplifters, from rump steak to Playboy magazines and toothbrushes.

National Museum Cardiff and Chapter, Cardiff, until 26 February

The Artes Mundi Prize presents new and significant works by a shortlist of “ground-breaking, international, contemporary, visual artists whose work engages with social reality and lived experience.” This year’s show comprises Amy Franceschini (Futurefarmers), Lamia Joreige, Nástio Mosquito, Neil Beloufa, Bedwyr Williams and John Akomfrah. The latter is a founding member of the influential 1980s Black Audio Film Collective, and a pioneering filmmaker whose recent work explored the sea through migrant crossing and whale hunting. She said earlier this year: “nowadays making films is easy. But making films that work, socially, politically and aesthetically, is a different matter.”

The Brunei Gallery. SOAS, London, until 17 December

“They must have formed the biggest single bunch of eccentrics in Europe,” so said SOAS’ Director, Cyril Philips, of the school’s scholars some decades ago. Celebrating the institution’s centenary, this exhibition uses archive material to tell the lively history of what remains Europe’s only higher education institution specialising in the study of Asia, Africa, and the Near and Middle East. The story charts the school’s foundation as a training centre for colonial administrators, to its importance in WWII when the War Office joined with the school’s Japanese department and made use of its experts, to its on going evolution in today’s post-colonial, increasingly globalised world.

Jerwood Space, London, until 11 December

Forests are mythical and enchanting, even without any art hidden among the trees. Swapping the gallery for the branch or thicket, Jerwood Charitable Foundation, in partnership with Forestry Commission England, ran an open call for proposals for forest-based art and received almost 500 submissions. Having whittled down the entries, this exhibition offers a peek into the ongoing processes of just five of the projects selected, spanning installation, film, ceramics and performance. Following the show, one artist proposal will be taken forward to be fully realised as a major environmental art piece in the depths of one of England’s woods.

Laing Gallery, London, until 26 February

Laing Art Gallery presents a selection from the Ben Uri Gallery’s collection alongside several recent works, in a show addressing experiences of migration over many generations. Drawing on the history of the Ben Uri Gallery itself – founded in London in 1915, at a time when Jews were migrating to the UK to escape persecution in Eastern Europe – the exhibition focuses particularly on artists of Jewish descent, including Marc Chagall, Frank Auerbach and Mark Gertler. A specially commissioned film by Edwin Mingard concludes the show with a contemporary story of migration, told through restaurant workers in England’s capital city.

Alice Primrose is an editorial intern at RA Magazine.