Even after a harrowing trip to the Hennepin County Jail 2 years ago, these best friends keep painting—and pushing their luck.

Spray paint and brushes in hand, the artists focused on their murals, tuning out the chaotic symphony of car horns and swirls of exhaust from the Lagos traffic behind them.

French artist JR, who made his way from tagging graffiti on the street to being one of the most recognisable figures on the ...