In the early 2000s, his work featured nearly life-size equestrian figures built from fragments of wood and terra cotta on gymnast's vaulting horses. In 2008, Caro opened his "Chapel of Light" installation in the Saint Jean-Baptiste Church of Bourbourg (France), and exhibited four figurative head sculptures at the National Portrait Gallery, London. In 2011 the Metropolitan Museum of Art installed five works by Caro on their rooftop. As of 2012, Caro was working on an immense, multipart sculpture that would occupy three blocks of Midtown Park Avenue.