Walking through this year's Turner prize exhibition, I kept forgetting that it was the Turner prize. This is a good thing. But if this were just a group show, what would it be about? History and place, art and life, object relations; there's a depth and complexity here that, it would be nice to think, might overtake the usual chat about winners and losers.  Some chance. In 2007, it was clear that Mark Wallinger should win - both on the strength of earlier work and on the film he exhibited, which had Wallinger wandering Mies van der Rohe's Neue Nationalgalerie in Berlin in a bear suit. The ghost of Mies returns again in the work of 2008 nominee Goshka Macuga, who includes several sculptures shown in the Neue Nationalgalerie earlier this year.  Macuga's installations invariably quote and even include the works of earlier artists. She appropriates them in order to tell her own stories, as well as theirs. Here she focuses on Mies and his partner and collaborator, Lilly Reich, an often overlooked figure who stayed in Germany when Mies emigrated to the US in 1938; and on British modernist artists Paul Nash and Eileen Agar. The two pairs of lovers are at the heart of Macuga's installation, where a gentle shower of graphite strokes, a light pencilled rain, falls across the walls. This is rather beautiful.  Also on the walls are several framed assemblages of photographic and other material, all sourced from the Tate's archive, in which Macuga makes collages out of copies of photographs and other ephemeral papers by Nash and Agar, who had a long affair during the 1930s and 40s. A photograph of Agar in a bathing suit has been pasted on to a Nash photograph of tree trunks. She is oblivious to the axe planted in the timber behind her head. In another image, she reclines in a landscape of wrecked bombers. One of Agar's strange watercolour figures walks across another Nash shot, a botched photo of a country cottage enveloped in foreboding shadow. More simply, it looks as if Nash's thumb got in the way.  There are intimations of disaster and war and love gone wrong everywhere, but it is all held in a kind of stilled suspension. Macuga's sculptures, with their planes of tinted glass and polished steel rails, are derived from exhibition display stands designed by Reich. They display nothing, and are stripped back to pure sculptural form. But they beg a kind of use, to be leaned on or stood within and peered through, and have about them a sense of emptiness and absence and possibility. All this is oddly moving.  Trauma and wretchedness whack you in the face as soon as you walk into Cathy Wilkes' I Give You All My Money. One approaches gingerly. The space is brightly lit. A shop mannequin sits on a lavatory, cross-legged, elegant and naked, but for her nurse's hat and lots of things draped and dangling from her head - rusty horseshoes, a cup, charred bits of wood, a seashell, a deflated balloon. She doesn't seem to notice. A second mannequin leans against one of two full-size supermarket checkout counters. Ash is smeared on her face; her head is enclosed in a birdcage. Life is stupid and awful. These are Stepford Wives who have discovered the truth, and it isn't funny.  As is usual in Wilkes' tableaux, there is a lot of stuff one wishes wasn't there. That's like life, too. Bowls and opened jars smeared with food litter the checkout counters, each with a plastic spoon; all the spoons point in the same direction. There's a stove and other bits of homely detritus. I don't know how to read the half of Wilkes' installations. Unless, that is, I'm thinking too hard. Inarticulate stumbling towards meaning is part of her subject, and a way of speaking. Literature and theatre deal with this all the time. Wilkes' art is a poke in the eye, a sort of curse. She goes on and on doing the same thing, and her insistence is telling and painful.  Runa Islam has three film installations here, and more new work at White Cube in east London. The conjunction seems to me to be more than coincidence, and is perhaps overkill.  Islam is an impressive film-maker, who takes as much care over the presentation of her films as of what goes on up on the screen. In a tasteful pale green room, we watch a nice young woman smash to bits the kind of crockery my parents had. Tea spills like blood. The texture of the film is reminiscent of a Good Housekeeping photoshoot, circa 1960, the atmosphere redolent of repressively correct behaviour. Smash! Islam also returns to Dhaka in Bangladesh, where she was born, to film rickshaw drivers resting beside a deserted avenue. And she films the workshop of camera motion-control pioneer Harry Harrison, who worked on Lord of the Rings, in New Zealand.  Islam's own mechanically controlled camera searches Harrison's workshop, the camera movement spelling out the word CINEMATOGRAPHY as it works its way around the space, scanning shelves and stairs, a man at his workbench, tangles of cable and satisfying piles of hardware, all to the sound of whirring motors. The changes of pace and atmosphere in each of these works are impressive; Islam's real purpose is to talk about looking itself, about the mechanisms of film and the eye's desire - to look, to see, to possess, to enter the image.  A 40-minute film of a lecture given at Tate Modern and the Guggenheim museum in New York dominates Mark Leckey's show. Leckey, suave in evening dress, delivers his peroration on images and objects, on Philip Guston's "thick-as-a-brick" paintings, on deformed feet in Georg Baselitz, on cats, on James Cameron's movie Titanic, on Marx's "All that is solid melts into air", and a great deal more. Like Macuga, Leckey often co-opts other artists into his work. A compelling and plausible speaker, he is by turns erudite and iconoclastic, and a bit too slick - too much the performer to be utterly believable. This is a risk lecturers often run. The camera drifts in and out of the proceedings. I find myself taking notes. What we are watching is a "cinema in the round", just like that fish-eye view of Leckey's studio reflected in the bulging steel surfaces of Jeff Koons' Bunny - an image that appears in Leckey's 2004 film Made in 'Eaven. The world is full of distorted reflections and false images.  Leckey is currently a professor of film studies at the Städelschule in Frankfurt, where Daniel Birnbaum, one of this year's Turner prize judges, is director (and where, I might add, two earlier Turner prize winners are also professors). I have never warmed to Leckey's art until now. What I like here are the busy conjunctions of slide projections, films and models (including one of his studio), and the daring of his cinema-in-the-round, its range and humour - though it lacks Islam's sophistication, Macuga's reticence, Wilkes' directness.  But I'm not entirely convinced by Leckey or Wilkes, who seems to me to fall for the obvious too often. Who should win the Turner prize? What do we want from art? These are the questions, and they may be incompatible. Macuga has the best installation here, but, as a body of work, the films of Islam take a lot of beating.  · The Turner prize exhibition is at Tate Britain, London SW1, from today until January 18. Details: tate.org.uk
A model on a toilet, smashed crockery, two love affairs, and a cat lecture: Adrian Searle on what's in the Turner - and who should win