Invaluable.com
Online marketplace for fine art, antiques and collectibles. Partially searchable without a subscription.
Artvalue.com
Includes Mayer's Guide, a database of 150,000 artists and over 45,000 sales from 950 auction houses 1987 to the present. Partially searchable without a subscription.
Artron.net
An interactive online community devoted to Chinese works of art.
Artsy
Links to current high-profile live auctions and recent auctions