In its earliest incarnation, the Santa Fe, New Mexico-based art collective Meow Wolf was bound by a singular vision: serving the concept of “radical inclusivity.” While Santa Fe is an art-centric town, it’s not one necessarily welcoming to emerging artists and the kinds of expression they favor. Art’s the order of the day, but not the kind that falls outside the tourist-friendly Native American art and landscape paintings in the city’s many galleries. That hasn’t stopped offbeat creatives from flocking to the city, and when this group first banded together in the early aughts, building a business was the furthest thing from their minds. Building a community, however, was.

So sprung Meow Wolf (even they weren’t big fans of their name in the beginning; it seems to have won out during a vote mostly as a joke). Initially a group of like-minded pals who just liked making stuff together,...