SQL Server 2017

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    CREATE TABLE #a
    (
    	Museum     varchar(32),
        MuseumID   int, 
    	Country    varchar(32),
    	City       varchar(32),
    	Paintings  varchar(32),
    	Sculptures varchar(32)
    );
    
    INSERT #a VALUES
    ('Louvre',345,'France','Paris', 'Mona Lisa',     NULL),
    ('Louvre',345,'France','Paris', NULL,            'Venus De Milo'),
    ('Louvre',345,'France','Paris', 'Ship of Fools', NULL);
3 rows affected

    SELECT Museum, MuseumID, Country, City, 
        Art = STUFF((SELECT ', ' + COALESCE(Paintings, Sculptures, '')
    	FROM #a AS a2
    	WHERE a2.museum = a.museum AND a2.MuseumID = a.MuseumID
    	AND a2.Country = a.Country AND a2.City = a.City
    	FOR XML PATH(''), 
    	TYPE).value(N'./text()[1]', N'varchar(max)'), 1,2,'')
    FROM #a AS a
    GROUP BY Museum, MuseumID, Country, City;


Museum
MuseumID
Country
City
Art


Louvre
345
France
Paris
Mona Lisa, Venus De Milo, Ship of Fools


    SELECT Museum, MuseumID, Country, City,
      Art = STRING_AGG(COALESCE(Paintings, Sculptures, ''), ', ')
    FROM #a
    GROUP BY Museum, MuseumID, Country, City;


Museum
MuseumID
Country
City
Art


Louvre
345
France
Paris
Mona Lisa, Venus De Milo, Ship of Fools