Avedon's Collection
I always assumed big-time photographers would have good collections, created via exchanged prints, gifts, etc. But they buy prints, too. The Times recently profiled the late Richard Avedon's collection, which is being sold to benefit his foundation. (Seems a bit sad to sell off the collection and uncouple this grouping. Which brings up the old question - can a collection be a work of art, too?)
Aug 30 to Sept 6 at Pace MacGill Gallery
32 E57th St, 9th Flr
(212) 929-7000
(assuming this is at the Chelsea location, but the Web site is unhelpful in answering it and the gallery is closed today, so I can't get an answer by phone)
Oct 5 to Nov 25 at Fraenkel Gallery
49 Geary St, 4th Flr
San Francisco
(415) 981-2661

Yeah, I think a collection can be an art form.
"Cabinets of curiosities (also known as Wunderkammer or wonder-rooms) were collections of natural history artifacts kept by many early practitioners of science in Europe, and were precursors to natural history museums." - Wikipedia
Also see "The Accidental Masterpiece," by The New York Times art critic Michael Kimmelman and the chapter titled "The Art of Collecting Lightbulbs."
Also see Cabinet Magazine.
Cue the discussions on the Wunderkammer!
I think a well-chosen collection can sometimes make each piece stronger than it is on its own, by showing relationships, themes, contrasts, etc. (Of course, this is a compulsive photography collector talking.)
Was so sorry I missed the NYC showing of this one!