I would like to know if there's a (or more) website(s) that have
information about art that is for sale. I'm interested in modern art
starting at around 1900 up until now. I'm interested in price
information and availability of expensive stuff, which means famous
artists (Kandinsky, Kupka, Picasso, Newman, etc.)

I have found three online services which I believe will meet your
needs. I am listing these in descending order, based upon the size and
scope of their listings. This, of course, is not a reflection upon
their relative worth.

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An impressive amount of art may be found through Fine-Art.com's art
network, "d'ART." Here's a description from the site:

"d'ART™ is an Internet Art Network. It's an effort of 5,396 websites
to help people find and research art."

45,162 art pieces
$124,385,805 in artwork
10,992 artist forums
1,277 art critiques

Looking for Fine Art on the Internet? The Internet Art Database is the
largest fine art listing service on the Web! It contains art from
thousands of collectors, artists and dealers. If you are trying to buy
or sell art, this is a great place to start."

Fine-Art.com: d'ART
http://www.fine-art.com/

Here are the results of sample searches of d'ART's database:

d'ART: Kathleen Newman
http://d'ART.fine-art.com/squery.asp?BSearch=newman&BSearchType=name&Go.x=7&Go.y=10

d'ART: Pablo Picasso
http://d'ART.fine-art.com/squery.asp?BSearch=picasso&BSearchType=name

In case you prefer to search for art in smaller settings, here is a
categorized list of online galleries provided by d'ART:

http://d'ART.fine-art.com/artlinks/Sub_Categories.asp?categoryID=8

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ArtQuest Direct Listing Service is a very useful clearinghouse which
helps art buyers and art sellers to get together. There is a huge
selection, including a very wide range of styles and prices; currently
the least expensive item offered is $12, while the most expensive is
$5000.

ArtQuest: Home Page
http://www.artquest.com/

Here you will find a brief description of the site:

"Since 1996, the ArtQuest web site has catered to people from all over
the world. Anyone who is interested in buying, selling or collecting
art will appreciate the variety of services offered by ArtQuest. By
directly connecting buyers and sellers, ArtQuest has helped artists
and collectors eliminate the commissions and fees usually found in the
process of buying and selling art. For more information regarding
ArtQuest's early years, please review the notes written by the
Administrator.

Whether you're an artist, collector, consultant, dealer, designer,
gallery, publisher or hobbyist extraordinaire the easy-to-use ArtQuest
process will facilitate your acquisition or sale. When a work of art
strikes your interest, simply click the email address listed with the
art and send the member an email. "

ArtQuest: Background
http://www.artquest.com/artquest/background.htm

Here is an alphabetical list of artists whose work is featured (this
list is frequently updated):

ArtQuest
http://www.artquest.com/artquest/artistlist.asp

Of the artists you mentioned, both Kandinsky and Picasso are listed:

ArtQuest: Kandinksy
http://www.artquest.com/Browse/ThumbListings.asp?ArtistLastName=Kandinsky&ArtistFirstName=Vasiliev&OrderBY=ArtistLastName%2CArtistFirstName

ArtQuest: Picasso
http://www.artquest.com/Browse/ThumbListings.asp?ArtistLastName=Picasso&ArtistFirstName=Pablo&OrderBY=ArtistLastName%2CArtistFirstName

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Barridorff Galleries has an annual auction of fine art works. Absentee
bids may be submitted by email or by phone.

Barridorff Galleries
http://www.barridoff.com/

At the bottom of the page linked above, you can see samples of works
that have been offered by Baridorff's in past auctions.

Baridorff Galleries: Subscribe to Mailing List/Order Catalog
http://www.barridoff.com/info.html

Baridorff Galleries: Absentee or Phone Bids, American and European Art
http://www.barridoff.com/phone.html

In addition to the yearly auction (the next one of which will be held
in August 2003,) Baridorff's offers works for immediate sale. As an
example, Rockwell Kent's "Greenland (Spring)" is breathtaking. I saw
this painting when it was on tour a number of years ago, and a
digitized image cannot portray its power.

Baridorff Galleries: Inventory Available for Immediate Sale 
http://www.barridoff.com/private.html

Baridorff Galleries: Rockwell Kent/Greenland (Spring)
http://www.barridoff.com/private/kentgreen.html

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Search terms used in locating this information included various
combinations of "art," "fine art," "paintings," "originals," "buy,"
"for sale," "clearinghouse," and "gallery."

-------------------------

I hope these options will help you to find exactly the kind of art
that you wish to purchase. If anything I've said is unclear or
incomplete, or if any of the links do not function, please request
clarification, and I'll gladly offer further assistance.

Best regards,
pinkfreud

I hadn't found any of these sites myself, so I was pleasantly
surprised to get this very thorough answer! These sites are either
exactly what I'm looking for or will probably lead to what I need -
either way, this will help me a lot. Thanks for a great answer!