Anna has three notable interactions with art. The first occurs when she's on the train after her visit with Dolly, and she's trying to concentrate on an English novel. The novel gives her ideas: "Anna Arkadyevna read and understood, but it was unpleasant for her to read, that is, to follow the reflection of other people's lives. She wanted too much to live herself" (1.29.3). Ruh roh!
We assume that Anna isn't "living" because she is with Karenin. But isn't that what she winds up doing when she gets involved in an affair with Vronsky? Part of the dissatisfaction that Anna feels with Karenin and Seryozha after meeting Vronsky is the result of her expectation that her life should be different than it is, something she learns from reading novels.
This definitely raises the question, why is reading the novel Anna Karenina a good idea? If we can speak for Tolstoy, we think that what protects the moral value of this novel is Levin. He's the moral compass of the story and the character on which the moral stability and legitimacy of Anna Karenina rests.
A second example of art, and specifically of art as different or better than life, occurs in Part 7, Chapter 9, when Levin sees the portrait of Anna painted by the artist Mikhailov alongside Anna herself. The painting is bewitching and has an immediate impression on Levin. Anna, as a real woman, can never be as beautiful as this idealized vision of her in the painting. However, as a living woman, she still has a charm that the painting does not have.
There is a sense, here, that art can appear better than real life. But we also get the idea that life is what we experience directly, and so it has its own beauty. Maybe Anna's mistake is in being bewitched by the fantasies art calls up, without appropriately respecting (as Levin does in this chapter) that reality is what we must all live with.
When in Mikhailov's studio, Anna and Vronsky simultaneously turn away from the artist's masterful rendering of Christ receiving judgment before Pilate, in favor of a small, innocent painting of two young boys angling. We think that this symbolizes their deliberate rejection of the difficulties of their position in favor of a happier, innocent view.