The Art & Art History Guide has more links.
Use the recommendations on the Film and Media Studies guide. (Art historical databases also include a lot of film/media studies content too).
The TriCo libraries do not collect auction catalogs, but the Philadelphia Museum of Art (PMA) has nearly 300,000 auction catalogs.
Search the PMA collections here.
Tip: don't use the keywords "auction catalog," "auctions," etc. Search for the subject or a specific title, and then you can Refine Results (on the right) and choose only auction catalogs.
Contact library@philamuseum.org for information on using PMA collections.