The Pergamon Altar. Source: Wikipedia
This guide is concerned with artefacts from Europe, north Africa and south-west Asia from the beginning of written history to the beginning of the Middle Ages. Some resources and approaches listed here will also be relevant to the study of prehistoric art from the same area, and the study of early art from other parts of the world.
Summon is usually the best starting point for finding articles, books and dissertations.
You may also want to run supplementary searches in two other databases:
For introductory articles:
IFAR (the International Foundation for Art Research) offer a guide to international legislation regarding cultural property and a provenance guide.