Where to See Darger's Art 
Museums
In April 2002, The American Folk Art Museum opened its Henry Darger Study Center. The Center holds all of Darger's written work, a substantial amount of paintings and drawings, and most source material.
The David and Alfred Smart Museum of Art at the University of Chicago has one drawing and one painting. I don't know if either are on display.
The National Museum of American Art in Washington, DC, holds 2 Darger paintings: After Marcocino and At Jullio Calleo. Links to the Museum's digital reproductions of these paintings can be found on the Art page of this site. Neither of these paintings is currently on display at the Museum.
The Walker Art Center in Minneapolis has a Darger painting entitled Untitled (Side A: During slack up in storm escape for fair. Side B: After MC calls run.). I don't know if this painting is on display.
The Anthony Petullo Collection of Self-taught and Outsider Art in Milwaukee includes two Darger paintings.
Galleries
Andrew
Edlin Gallery
529 West 20th Street, 6th Floor
NYC 10011
phone: (212) 206-9723
Carl
Hammer Gallery
740 North Wells Street
Chicago, Illinois 60610
phone: (312) 266-8512
fax: (312) 266-8510
Galerie
St. Etienne
24 West 57th Street
NYC 10019
phone: (212) 245-6734
fax: (212) 765-8493