Has a large listing of exhibits for the New York area, but has less complete listings for other cities. As the name indicates, this site only has photography listings. Click on Exhibitions. Then click on Location and select the area you are interested in.
The print version of this guide is available at Magill Library at Haverford. Besides the listings that you can find in the online version it also has maps showing the locations of the photo venues as well as advertising from galleries.