Three tales of love, ambition, and neurosis unfold in the city that never sleeps. In “Life Lessons” (Martin Scorsese), a tormented painter channels heartbreak into his art. In “Life Without Zoe” (Francis Ford Coppola), a precocious 12-year-old navigates privilege and loneliness in a Manhattan hotel. And in “Oedipus Wrecks” (Woody Allen), a man’s domineering mother literally becomes a looming presence over New York.