While not comprehensive, this site lists a large number of exhibitions (mostly in NYC but some elsewhere). Some of the very useful features of this site are that it provides paragraph long reviews/summaries of the exhibitions as well as a map that shows the location of the venue and and link to the venues web site. Click on ART in the left column to limit your your listing to art events.
As the name indicates, this site only has photography listings. Click on "Location" to select the area you are interested in. You can also sort by date.
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.