We have many books on the different subsections of art and music, but these are a few general ones you may find useful.
Also try searching for artists/musicians by name (e.g. Picasso) the names of famous works (e.g. Romeo and Juliet), movements (e.g. Baroque), region and the word art (e.g. American Art)
You can browse the following call number ranges to find books on the topic:
M - Music
N - Fine Arts