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They seem to have one or two in most museums I've visited because he was so prolific. Shouldn't be too hard to find if you search around!

I need to see if they have any in London next time I'm there.

There are. Check before you come as they may be on loan, but there is usually a Rothko Room at either the Tate Modern or the Tate Britain, both on the Thames in London. It's comprised of a group of paintings that were commissioned for a New York restaurant, and was donated to the museum on the condition that they always be displayed together. I'd highly recommend it, I could personally sit there for hours, and it's usually quite peaceful too. Great painting, and definitely Rothko like, but also with a hint of Edward Hopper too.

Thanks I will definitely check them out next time I'm there!