At the end of January Andris Nelsons, music director of the Boston Symphony Orchestra (BSO), is conducting a concert version of Dmitry Shostakovich’s 1932 opera “Lady Macbeth of the Mtsensk District.” The opera is one of the composer’s most innovative and celebrated works — and one that so offended Josef Stalin that he banned further performances. “Lady Macbeth” will be performed in Boston on Jan. 25 and 27 and in New York’s Carnegie Hall on Jan. 29 and 30. For a rich backstage experience, on Tuesday, Jan. 23 at 5:30 p.m. in Boston Symphony Hall.