When I was DJ'ing for the
Lifestyles organization (swingers - and I don't mean dancing), at their annual convention they always had an erotic art exhibit that was fascinating. You can get info about the current one at
http://xartgallery.com/.
There is also the Museum of Sex in NYC (AKA MoSex). Susan and I visited there on our recent trip to NYC. Their site is
museumofsex.com.