The primary market for art is in galleries. That's where an up-and-coming artist's fame and recognition begins. Almost all artists are first sold in galleries — even Picasso.
Auction houses, on the other hand, are much more cautious. They'll only sell an artist's work after he or she has shown to have broad appeal.
Several publications gather data and list artists who sell at auctions.
These volumes include
Davenport's Art Reference and Price Guide and Art Sales Index.
This all means you could go to a gallery in Maine, for instance, and pay $7,000 for a painting by a local artist. If that artist is not listed in one of those price guides, you're not going to find much information about him or her.
It doesn't mean the artist isn't talented. It doesn't mean it's not a beautiful piece, and it doesn't mean your painting's not worth what you paid. It simply means that the artist doesn't have enough of a following to be sold at auction.