Collector David Walsh was interviewed for a Guardian story on private museums which he quickly turned into a performance piece all its own:

Ofili, the Chapman brothers and Jenny Saville are among British artists who will be displayed in a vast underground museum being built outside Hobart in Tasmania by David Walsh, 48, a mathematician and professional gambler. Walsh is investing £44.5m in constructing a museum for a collection worth £58.5m.

The 6,000 sq metre, three-storey, steel-and-concrete building is set to open in January next year, showing provocative art on the themes of death and religion. […] Asked whether he expects his exhibition to shock visitors, he told the Observer: “Yes, it would be shocking not to be shocked by such things. Are we inured to what we’ve become?

“My gallery is, to some extent, a megaphone and I’m standing at Hyde Park Corner,” he added. “The fact that I collect says something about me. It says that I can’t do anything so I’ll leech off those that can – and that I have a poorly suppressed urge to show off.”

Art Collectors Build Museums to Let Public See Private Hoards (The Observer)