Published resources on the artist, particularly catalogues raisonnés and early exhibition catalogues, can include a plethora of ownership information.
Catalogues raisonnés: A catalogue raisonné is a critical examination of the entire body of an artist's work. They often contain full provenance information, exhibition and publication histories as well as attributions. The catalogue raisonné usually provides the most complete information about the location and ownership of works of art. The International Federation of Art Research (IFAR) has compiled a database of catalogues raisonnés that makes it easy to determine if one exists for a particular artist. IFAR Catalogues Raisonnés Database.
See also: Corboz, Noelle, A.C.I.: Art Catalogue Index: Catalogues Raisonnés & Critical Catalogues of Artists 1780-2008, Geneva, Blondeau Fine Art Services, 2009.
Exhibition and collection catalogues: Exhibition and collection catalogues from the last few decades will sometimes include detailed provenance and exhibition histories of objects. Earlier catalogues from the 20th and 19th centuries are little more than checklists of objects - though even this information can document the owner and location of a work of art at a particular time. Search these catalogues for lists of lenders which may be compiled separately.
Photo archives: Photo archives contain reproductive photos of works of art -- often with collection and owner information included or annotated. There are several major photo archives to aid provenance research in British art: Courtauld Institute of Art, Witt Collection; Frick Art Reference Library; Getty Research Institute; and the Yale Center for British Art.
Journal articles: BHA (continued by IBA) and Art Index (Art Full Text and Art Retrospective) are the standard sources for journal articles in the fine arts. Often, dealer or auction house advertisements will also be indexed allowing you to search for reproductions of a work of art.
Historic exhibitions and exhibitors: There are many Academy and Society publications that document artists and the work they exhibited. The most extensive include:
The Royal Academy Exhibitors 1769-1904.
The Royal Academy Exhibitors 1905-1970.
A Century of Loan Exhibitions: 1813-1912.
The Society of Artists and the Free Society 1760-1791.
The British Institution 1806-1867.
Royal Society of British Artists 1824-1910.
Works Exhibited at the Royal Society of British Artists 1824-1893.
Exhibitors with the Norwich Society of Artists 1805-1833.
Royal Hibernian Academy of Arts: Index of Exhibitors 1826-1979.
The New English Art Club Exhibitors 1886-2001.
The Society of Women Artists Exhibitors 1855-1996.
Royal Glasgow Institute of Fine Arts 1861-1989.
Royal Scottish Academy Exhibitors 1826-1990.
Irish Art Societies and sketching clubs 1870-1980.
Dictionnaire des artistes exposant dans les salons des XVII et XVIIIEME siècles à Paris et en province, 1673-1800.
Dictionnaire des indépendants : répertoire des exposants et liste des œuvres présentées, 1920-1950.
The Paris salons, 1895-1914.
Cumulative Record of Exhibition Catalogues: The Pennsylvania Academy of the Fine Arts.
National Academy of Design Exhibition Record: 1826–1860, 1861–1900.
American Academy of Fine Arts & American Art-Union, 1816–1852.
For British signatures the best resources are:
Australian, British, and Irish Artists: Signatures and Monographs from 1800: a Directory.
Classified Directory of Artists Signatures, Symbols, and Monograms.
Signatues & Monogrammes d'Artistes des Xix et XX Siecles.
The Getty Research Institute has compiled an extensive research guide devoted to artists' signatures worldwide.