The Grotta dei Cordari is bathed in pink light. Before its monumental limestone walls, pools of water lie bedecked with roses. Nymphs and scantily clad men climb the rocks and dance between display cases containing fine, bright jewels. Encased in a wooden box, a real-life Madonna is carried into place by pallbearers. Beside her sits her son — yes, Jesus — half naked. The religious iconography, the dramatic backdrop, the opulent glamor? It could only be Dolce and Gabbana. The Italian luxury house pulled out all the stops for the 10th anniversary of Alta Moda, its unique, maximalist showcase designed...