''Gustave Courbet: Later Paintings'' remains at the Salander-O'Reilly Galleries, 20 East 79th Street, Manhattan, through Feb. 28. It will be at the Nassau County Museum of Art in Roslyn Harbor, N.Y., March 7 to May 29. The paintings from Catharine Lorillard Wolfe's collection remain at the Metropolitan Museum of Art, Fifth Avenue at 82d Street, through mid-May.