While their limo waited at the curb, Leo DiCaprio and three buddies stepped into the Tony Shafrazi Gallery in Chelsea the other day to check out an exhibition of underground cartoonist Robert Williams. “He led them back into one of the rooms and said, ‘You’ve got to take a look at this,’ ” said a gallery patron. The works from the “Conceptual Realism in the Service of the Hypothetical” show start at $45,000, and there’s a waiting list for them. But DiCaprio could jump the line — Williams is an old pal of the star’s underground-comic distributor dad, George.