Who is Banksy? The U.K.'s best-known-yet-unknown street artist/conceptual prankster was in the news again this month after researchers at Queen Mary University of London analyzed maps of Banksy's wall works in London and Bristol to pinpoint a possible suspect. Excited headlines shouted as though Batman's alter ego had been revealed, although any suspect remains just an educated guess.

Who Banksy is, however, seems far less important than his rejection of the spotlight. In an age where artists are forever told to "build their brand" through an endless public stream of virtual intimacy, Banksy has instead chosen personal anonymity. It does give him greater freedom to work; graffiti is technically still a crime in most places, even if collectors will pay a quarter-million dollars for a bit of wall adorned with one of his spray-painted stencils. Yet far more evident is his disdain for celebrity status itself.

The documentary "Banksy Does New York," which is not connected with the artist, focuses on the reactions provoked by his one-month "residency" in New York City in October 2013. Director Chris Moukarbel mixes his own roving reporting with media and fan videos, and the cryptic, museum tour-like commentary from Banksy's website. Instead of "whodunnit," the film examines the city's obsession with "wheredunnit." Every day Banksy would post a teaser on the web, but with no clue as to where the actual work was. It could be a monochrome wall stencil in the Lower East Side, a skull-like sphinx in a Willets Point junkyard or an "ant-hill vagina" on a Staten Island sidewalk.