The Diary: Old Vic Tunnels; Anish Kapoor; A Game of Thrones; Calvert 22; Arctic Monkeys

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Tunnels vision

After a Christmas fire which put them out of action, the Old Vic Tunnels reopened triumphantly last week with a series of gigs by the cult New York band Edward Sharpe & the Magnetic Zeros. Before their energetic set, during which Skins star Nicholas Hoult led the moshing, gig-goers were entertained by acrobats, firebreathers and theatre pieces.

The venue started life in 2008, when Hamish Jenkinson was invited by Banksy for a preview of his Cans Festival in Leake Street, under Waterloo station. "I kicked down a door I shouldn't have," recalls the tunnels' creative director. "And with the light of my phone discovered 25,000sqm of tunnels that had been abandoned for 20 years." Since then they have housed the premiere of Banksy's Exit Through the Gift Shop, exhibitions by Steve Lazarides and plays by Punchdrunk. Now Jenkinson is promoting the tunnels as a music venue with the New York Dolls next up on 30 and 31 March. Also in the pipeline, reveals Jenkinson, is new work from Complicite and the National Youth Theatre and a "bigger and better" Lazarides exhibition, inspired by the legend of the Minotaur. "I'm frustrated with the idea that the only way to appreciate art is in a sparkling Saatchi space, quaffing champagne. I'd much rather go down into a crypt and create a mise-en-scene. The same applies to music. We're interested in an integrated 360-degree experience. I want to do it with circus, too," he says. "You don't need a big top."

Anyone for inflatable tennis?

Not long until Anish Kapoor unveils his latest work at the Grand Palais in Paris. The Monumenta commission to fill the 13,500sqm space is the French equivalent of Tate Modern's Turbine Hall series with Anselm Kiefer, Richard Serra and Christian Boltanski on the list of illustrious former participants. Kapoor's work, which is unveiled in May, takes its inspiration from inflatable tennis courts, and other "blown buildings", he tells me. "It's kind of mad. The building has this very curious quality, it's very tall and amazingly light, blinding. When you go in, it almost seems brighter in the building than it is outside. It's bigger inside than outside. I felt that I could work with that, reverse what's inside and outside." It's sure to draw crowds, though Kapoor is keen to avoid the pile-ups that accompanied his Royal Academy show in 2009.

"I hate queues," he adds.

Alfie's looking sharp

Lily Allen is back on screen, in her own Channel 4 documentary but where's her little brother, Alfie? Why, in Winterfell, of course. Allen is one of the stars of HBO's latest epic, A Game of Thrones, described as "The Sopranos in Middle Earth". The fantasy series comes to Sky Atlantic on 17 April. Allen plays Theon Greyjoy, a ward of Lord Stark (Sean Bean), a role that involves horse-riding, sword-fighting and wolf-handling.

On Duty calls

Talk about David and Goliath. Next week the Tate will receive a gift from Calvert 22, a two-year old, 5,500sqft not-for-profit space in Shoreditch, via the gallery's new "strategic partnership" with the Russian investment bank VTB Capital. The work is Olga Chernysheva's On Duty, a series of photographs of officials on the Moscow metro, and is presented by VTB Capital as the first annual gift of a Russian work from the gallery to a UK national collection. The investment bank has also signed up to support the gallery and its mission – to raise the profile of a vibrant Eastern European arts scene in London for three years – and as such is a test case for that much-vaunted saviour of the arts – corporate philanthropy. The partnership officially launches on Tuesday when Calvert 22 opens a new exhibition of young Russian artists.

Turner realism

There are many reasons to see Submarine, the charming debut feature from The IT Crowd's Richard Ayoade. Not least the fact that Alex Turner has written six songs for the soundtrack. Ayoade directed Arctic Monkeys at the Apollo in 2008. Now the band's frontman has repaid the favour. His songs are woozy and romantic with a Turnerian shot of realism – typical lyric: "If you're gonna try and walk on water, make sure you wear comfortable shoes". The Arctic Monkeys' new album, Suck It and See, is due in June.