Videos of artworks are especially valuable for three-dimensional forms of art such as architecture or sculpture.
Here are two strategies for finding videos of artworks:
Strategy #1: Use the library search box. On the left, under Material Type, limit your search to Audio Visual materials. (You may have to click Show More to show the Audio Visual limiter.)
Strategy #2: Use a video search engine to search for free videos online. I recommend Google Videos and/or Bing Videos.