Provenance Research 

As in researching any individual work of art, determine if your piece would be covered in either a A) catalogue raisonné, or B) permanent holdings catalog of a museum.

Catalogue raisonné - A book containing "all the works of" an artist.  Every CR includes an image of the object, collected scholarly opinions, list of published sources and provenance.  Most minor artists won't have a CR written on them yet, but many of the major ones contain a seciont on "spurrious works" (doubtful works or long-know forgeries).

Permanent Holdings Catalog - museums write the equivalent to catalogues raisonnés for parts of their collection.  If a work isn't contained in an artists catalogue raisonné, but in a known museum, the permanent holdings catalog may discuss this.  Examples of permanent holdings catalogs are: