He’s one of the world’s biggest music moguls, the husband of superstar Beyonce and part owner of the New Jersey Nets and Brooklyn’s Barclays Center, but as Jay-Z recently learned, not everyone recognizes his face. When Jay, who turned 43 Tuesday, took the New York subway to his last show in October officially opening the Barclays Center, he sat next to an elderly woman who had no idea who he is. The exchange is included in a 24-minute video called “Where I’m From,” featuring behind-the-scenes footage of Jay’s opening concerts. The video was posted on YouTube Tuesday. As fellow subway riders snapped his pictures, the woman named Ellen asked the megastar whether he was famous. “Not very famous,” he replied. “You don’t know me.” “But I’ll get there someday,” he added. After introducing himself as Jay, Ellen asked him what he does for a living. “I make music,” he replied. When she asked him whether he had just performed, he responded that he was on his way to his eight...