Provenance is the detailed history of ownership of an artwork. Not all works will have a fully discoverable provenance, but you may be able to supplement the information provided by the vendor and, in certain cases, fill noticeable gaps. A good starting point for conducting provenance research, particularly for Old Master paintings, is the Getty Provenance Index, a computerized set of databases containing nearly 1,000,000 records on Western European works from the late 16th century to the early 20th century. Catalogues raisonnés — scholarly compilations of an artist's body of work — are also very useful in conducting provenance research. The catalogue should contain provenance information on all known authentic works by a given artist. You can consult IFAR's Catalogue Raisonné Database for published and forthcoming catalogues raisonnés to discover whether a catalogue on a particular artist is available. For works that do not appear in an artist's catalogue raisonné, there are many other ways of researching provenance. See IFAR's Provenance Guide for a more detailed guide to this process, particularly concerning objects with gaps in ownership during the years 1933-1945, and antiquities. IFAR also offers a Provenance Research Service for a modest fee.
(Source: Intl Foundation for Art Research)