Magic and the occult, myths and the imagined: many of the shows at this year's Venice Biennale of Art, the 55th, focus on hidden worlds, real or imaginary, or the netherworlds inbetween.

In some way the inquiring, examining sensibility that appears to infuse the Scotland + Venice show becomes even more distinct after you have visited the Giardini gardens, the central stage for the national pavilions, where many shows are focused on the world within, rather than without.

In Jeremy Deller's vibrant, agitated exhibition at the UK Pavilion, titled English Magic, there are several of what the artist regards as daydreams. In one room, a huge wall painting shows a gargantuan William Morris rising from the Venetian lagoon to destroy Luna, the 377ft yacht of Roman Abramovich. In the central room, a heroically sized Hen Harrier has taken a Range Rover in its claws (a reference to a bird shooting on Sandringham Estate in 2007 for which Prince Harry was questioned by police but not charged) and the Channel Island tax haven of St Helier burns to the ground.

Elsewhere, there are prints by Morris and photographs of the tour of another mysterious British hero, David Bowie. Most powerful are the portraits and images of foreign war created by inmates of three high-security prisons, including HMP Shotts. Drawn and painted by ex-soldiers now incarcerated, working with Deller, they simply and effectively show scenes of war horrors.

Overall the UK Pavilion appears to be both personal (there are preoccupations with themes that Deller says have "bothered" him) and a vague state-of-the-nation address (or distress). There is violence in every room, although three music pieces – the rave classic Voodoo Ray, Bowie's The Man Who Sold The World and a piece by Vaughan Williams – provide a sense of melancholy amid the images of righteous destruction.

Scotland's show, by contrast with Deller's livid fantasies, are rooted in the real. Duncan Campbell's dense, at times relentless and confounding film It For Others, inspired by Chris Marker and Alain Resnais's Statues Also Die from 1953, takes that mesmeric work's analysis of the spoliation of African culture and broadens it out to the entire idea of commodity exchange.

One section is danced out, shot from above, with a team of dancers from Michael Clark's company acting as equations and digits. A surprisingly touching section lingers over postcards and the commodities of love and loss. It bears rewatching.

Corin Sworn's The Foxes also looks at "the real", tracing her father's sociological journeys in Peru many years ago. It has a gentle pace but the narrators change subtly and the history of the commune involved is local but universal: the battle for land. The slides of her father capture time and place but not always the whole story.

Hayley Tompkins's Digital Light Pools, dropped paint pigments in clear trays, divided into two rooms of Orange and Stone, also resemble slides – perhaps scientific distillations of the images beside them. The iris-like spreads of lambent colour are beautiful and cold, precise summations of hues that could be images of either vast galaxies or minute bacterias.

Scotland's show is a complex one: it takes time to watch the films, to linger over Tompkins's rooms. The journeys taken are outward into the world, from Glasgow to Africa, South America and beyond. If it is Scotland's last "collateral" event – it could of course have its own national show in 2015 – it is a fine one.

The large curated show at what used to be the defined Italian Pavilion is a huge but fabulous array of artists and works called Il Palazzo Enciclopedico (The Encyclopedic Palace) which features in its central pavilion the Red Book of Carl Jung, the pioneering pyschologist, which is resplendent with visions and disturbingly beautiful coloured dreams.

In an untitled installation by Glasgow-based artist Cathy Wilkes, several delicate, crouching figures are surrounded by bottles and broken shards. A father figure seems to pray to his bottle of beer, while childlike figures look on. It is a haunting scene, redolent of poverty and damaged beginnings.

Elsewhere, Ai Weiwei fills the central room of the German show (in the French Pavilion, confusingly) with an interlaced forest of stools. He has two other pieces in Venice this year, as well. The French show is a sumptuous feast of high-volume Ravel, with Anri Sala's two screens of simultaneous performances of Louis Lortie and Jean-Efflam Bavouzet – beautifully presented, if a little straightforward.

At the always robust Russian show, Vadim Zakharov's Danae drops a stream of gold coins from the roof to the basement, where only women (protected by umbrellas) can pick them up. Sarah Sze's incredibly constructed, hyper-dense contructions at the US Pavilion, infesting its rooms like a mad series of obscurely engineered laboratories, is a dazzling technical feat, if a little impenetrable.

Scotland's three artist shows will be redisplayed by The Common Guild in Glasgow in 2014 as part of the Generation national exhibition.

Venice Biennale