|Surrealism began in Europe about two decades before W.W.II,
arriving in New York in 1941 with Max Ernst, Andre Masson and Andre Breton (a writer).
Considerably influenced by Freud (check here for more about Freud, this movement dealt with dreamlike mental states and images latent in the mind.
Their fantasy worlds were enhanced by artistic surprises and unlikely juxtapositions of objects (swarm of ants on a pocket watch).
Surrealists took over a person's hidden mental process as a suitable and fruitful area of exploration.
In the years prior to W.W.II, "modern" works were exhibited in New York at:
The Museum of Living Art (New York University)
Many of the Surrealist artists gained recognition through Peggy Guggenheim, an heiress who lived an expatriate life in Europe many years.
She had a gallery in London (Guggenheim Jeune). Her first guide was Marcel Duchamp. (He taught her to distinguish between abstract and Surrealist art, and introduced her to many artists.)
This association with art started as a lark but grew increasingly more sophisticated.
Her gallery exhibited paintings by Kandinsky and the sculptures of Alexander Calder.
She began collecting paintings, including Tanguy and Ernst. (She also had affairs with both and later married Ernst)
Guggenheim returned to the United States when war became inevitable. She brought "eleven people: one husband, two ex-wives, one future husband and seven children." She also carried with her books, drawings and paintings collected for some years.
The Persistence of Memory - MOMA