It's not often I hold up the Hirshhorn as a model for anything, but this is the exception that proves the rule. They have a multi-video show on now (yes, there's actually something other than the Kusama show you can see there), and they've got a great way to prevent sound bleed-through.
First of all, it's one video to a room. This not only allows for plenty of people to see the videos at the same time, but also means you don't have two screens competing for attention. Secondly, they have glass doors between the rooms. The doors aren't terribly heavy, but they block the sound.
Bravo to the Hirshhorn for getting something right. American Art, wander over and see what's up on the lower level of the concrete donut.
Verdict: Oh, and what about the videos themselves? They're all right. I don't think there's anything truly spectacular there, but not a bad way to pass some time.