My first thought is to check with the art auction records. If you have a good-sized museum or university art library nearby, you can go there and ask to see what they have – these used to be published in books but may now be available through an online service that the museum/library subscribes to. Failing that, there are to-the-public services such as artnet.com and artprice.com that also have auction records, but you’ll have to pay for those yourself.
To add to Earthling’s comment, yeah, there’s an electronic database of auction/sale records called SCIPIO, although I’ve never used it and don’t know whether it only covers high profile auction houses like Christies/ Sothebies. Your local university art library should have access to it.