In addition to his work for the stage, Wilson creates sculpture, drawings, and furniture designs. He won the Golden Lion at the 1993 Venice Biennale for a sculptural installation. Exhibited in December 1976 at the Paula Cooper Gallery, Wilson's storyboards were described by one critic as "serial art, equivalent to the slow-motion tempo of [Wilson's] theatrical style. In drawing after drawing after drawing, a detail is proposed, analyzed, refined, redefined, moved through various positions."
In 2004, Ali Hossaini offered Wilson a residency at the television channel LAB HD. Since then Wilson, with producer Esther Gordon and later with Matthew Shattuck, has produced dozens of high-definition videos known as the Voom Portraits. Collaborators on this well-received project included the composer Michael Galasso, the late artist and designer Eugene Tsai, fashion designer Kevin Santos, and lighting designer Urs Schönebaum. In addition to celebrity subjects, sitters have included royalty, animals, Nobel Prize winners and hobos.
American pop singer Lady Gaga announced in 2013 that she would collaborate with Wilson as part of her ARTPOP project. He subsequently designed the set for her 2013 MTV Video Music Awards performance.
Wilson also suggested that Gaga pose for his Voom Portraits. Knowing he had an upcoming residency as guest curator at the Louvre, Wilson chose themes from the museum's collection, all dealing with death. They shot the videos in a London studio over three days, Gaga standing for 14 or 15 hours at a time. Called "Living Rooms," the resulting exhibition included two video works: one inspired by Jacques-Louis David's The Death of Marat, hung in the painting galleries, and another in which Lady Gaga brings to life a painting by Ingres. In the Louvre's auditorium, Wilson hosted and took part in a series of performances, conversations, film screenings, and discussions. The centerpiece of the residency is a room filled with objects from the artist's personal collection in New York, including African masks, a Shaker chair, ancient Chinese ceramics, shoes worn by Marlene Dietrich and a photo of Wilson and Glass taken in the early 1980s by Robert Mapplethorpe.
In 2011, Wilson designed an art park dedicated to the Finnish designer Tapio Wirkkala (1915–1985), situated in the Arabianranta district of Helsinki. His plans for the rectangular park feature a central square divided into nine equally sized fields separated by bushes. Each field will be installed with objects related to the home. For example, one unit will consist of a small fireplace surrounded by stones that serve as seating. The park will be lit by large, lightbox-style lamps build into the ground and by smaller ones modelled on ordinary floor lamps.