Banksy installed four new works in the city of New York on March 13, 2005. The diy exhibits appeared in such notable institutions as the Metropolitan Museum, MOMA, the Brooklyn Museum and the Museum of Natural History. The British artist entered the establishments during regular hours disguised as a bearded man in a trenchcoat and installed the works himself.

"Give peace a chance"
vandalised oil painting, 2005
recently removed from the American Painting Wing of the Metropolitan Museum NYC

"You have beautiful eyes"
vandalised oil painting, 2005
Great Historical Painting Wing of the Great Historical Painting NYC
For more information see Current Exhibitions on Banksy's website.
Also check out Wooster Collective for some great documentation photos.