The U.S. art museum sector is grappling with diversity. While previous work has investigated the demographic diversity of museum staffs and visitors, the diversity of artists in their collections has remained unreported. We conduct the first large-scale study of artist diversity in museums. By scraping the public online catalogs of 18 major U.S. museums, deploying a sample of 10,000 artist records comprising over 9,000 unique artists to crowdsourcing, and analyzing 45,000 responses, we infer artist genders, ethnicities, geographic origins, and birth decades. Our results are threefold. First, we provide estimates of gender and ethnic diversity at each museum, and overall, we find that 85% of artists are white and 87% are men. Second, we identify museums that are outliers, having significantly higher or lower representation of certain demographic groups than the rest of the pool. Third, we find that the relationship between museum collection mission and artist diversity is weak, suggesting that a museum wishing to increase diversity might do so without changing its emphases on specific time periods and regions. Our methodology can be used to broadly and efficiently assess diversity in other fields.