The installation that won't sit still

The installation that won't sit still: "

The new four-film show by the Algerian artist behind Zidane: A 21st Century Portrait coerces his audience from reel to reel, dramatically altering what it means to view video art

Snow drifts at the windows of the Serpentine Gallery and the glass is fogged, as though invisible children were clamouring against it. I write this on a day when real snow has fallen – and the ice on the Serpentine lake is authentic enough (just ask the waterfowl sliding and waddling on it). But the snowflakes in front of the gallery churn from a machine on the building's pediment, and the ghostly breath has been etched by acid on the windows. The idea that real and fake snow might fall as one, and that cold breath from inquisitive passersby might mingle with etched mist, somehow has a magical synchronicity.

Philippe Parreno's Serpentine exhibition is a delight. The Algerian has bought together four short film and video works – the longest lasts 10 and a half minutes – very different in tempo, subject matter and approach, for a show that might best be described as a single ensemble piece. As one film ends in one gallery, the blinds at the windows rise, while in the next space they descend and the lights go off.

This is not the first exhibition to attempt to locate works in such a theatrical setting. Albanian artist Anri Sala did something similar at the Couvent de Cordeliers in Paris in 2004, plunging the medieval convent into grey crepuscular light and lining the place with grey felt walls to create a backdrop for several very different works. But Parreno's show goes further. The whole exhibition is a kind of journey the audience has to follow. The experience feels communal, and I think this, too, is intended by the artist. He seems concerned with how long people spend looking at a single work: here, only one work is available to look at any time. The artist coerces us into going with him.

Parreno's film No More Reality opens the show. In 1991, he gathered together a group of schoolchildren in their playground in Nice and filmed them chanting 'No More Reality! No More Reality!' The slogan was their own, as was their decision to chant in English. The colour is bleached, the sound poor. It is an old Betacam recording, further degraded through being reshot on the artist's mobile phone. It's like a memory of some bright but distant summer, and the chant itself recalls innocent childish enthusiasm and a kind of impossible idealism. The voices echo through the empty galleries like a kind of empty hope – or a declaration of what one finds in art galleries.

The second film, The Boy from Mars (2003), takes us to a tropical compound under a lowering sky. It is dusk, or dawn, in Chiang Mai, Thailand. Water buffalo wander in the half-light. Lights climb the sky as though we were beneath some busy flightpath, and stadium lights flare beyond the trees. An improbable technology is at work in a windswept hangar: an electricity generator powered by the buffalo themselves, hauling at some suspended weights. The power they generate also provided the electricity for Parreno's camera. The lights in the sky form a new constellation. The animals wallow in the pond, unconcerned, leaving squelching footprints in the saturated earth. A bovine eye looms in the lens. You can almost smell these creatures, along with the ozone in the heavy, prickling air. Who, you ask, is the boy from Mars? A witness to a dream? There is no plot. It is all about place, weather, a situation that might be fictive – except it really happened.

The next room shows June 8, 1968 (main picture), in which we are aboard a train carrying the body of Democratic presidential candidate Robert Kennedy, who has just been assassinated by Sirhan Sirhan, from New York to Washington. Crowds line the track as the train goes slowly by; they seem to be looking directly at us, but we look back, seeing what Kennedy never saw. Yet all is not as it seems: the journey is a re-enactment, restaged in California in 2009, and the crowds are hired extras. Parreno has mounted a camera on the observation car.

Overhead, the sky is an impossible blue. Clouds of pollen blow across the pastureland. We pass girls in summer dresses; an old black woman with a parasol; a couple picnicking in a dappled glade beside the track. Black baseball players stand and look behind chain-link fences, and a boy leans on his bike as we clatter through small towns and under vivid skies. At one point the camera lingers on a girl in a dinghy, rocking on placid, silent water, the blue filling the screen; at another, we pause before a magnificent tree on a grassy Californian hillside. The tree seems like a witness too – but to what? History, perhaps. You want to capture these images and hold them, and look at them again. But they're gone.

When Parreno and Douglas Gordon filmed Zidane: A 21st Century Portrait in 2008, 17 cameras followed the football player throughout the match. In a great catalogue essay, Michael Fried brings together his memory of Kennedy's death, Zidane's absorption in his game and obliviousness to the attention he is getting, and the way the trackside spectators follow our fictive journey on the train through California. He weaves in his own preoccupations about art and film, Diderot and Kant, and what it means to be a spectator and a subject of art. Fried has been writing about such issues for almost a half-century. It is a compelling text.

Parreno's latest work, Invisibleboy (2010), is a portrait of a young illegal alien in New York's Chinatown. Spectral monsters including giant rabbits are scratched directly onto the film stock – the creatures of the child's imagination, hiding in amongst the coats and under the sink, inhabiting the cluttered apartment where he lives and running like quicksilver in the gutters of a Chinatown alley. In Zidane, Parreno and Gordon used Mogwai's post-rock to great effect, and here the soundtrack is by Montreal band Godspeed You! Black Emperor. The music (Rockets Fall on Rocket Falls) has great urgency and drive, and somehow manages to be at once paranoiac and elegiac.

The whole of Parreno's show presents itself as a metafiction, and it is impossible not to weave a narrative with its complex images and the world Parreno has created. Something similar happened in Pierre Huyghe's new film, The Host and the Cloud, which closed last weekend at Marian Goodman Gallery in Paris – a short film that arrested me for two whole hours. As it happens, it had a rabbit in it too, though that one was a hi-tech alien avatar. Parreno has collaborated with Huyghe in the past and there remain concordances between their works – not least the question of what is real and what is staged, and how we as spectators negotiate not just their works themselves but also the conditions under which they are shown. It is never just a matter of plonking yourself down and losing yourself. But then it never should be."