There are 7 Paintings to find in the game. A Painting in an Artist's Shack is the first of two steps to acquiring a reward. When you find one, approach and interact with it using the Triangle button. You will then pick up the Painting, with the image and description living in the Notes tab of your Inventory. Once you've got it, there will be a reward waiting at the place where the Painting was taken.
To be clear: you are not trying to get to the location the Painting depicts. You're locating the place the Painting was made from. Therefore, you want to match up your place in the open world with the viewpoint of the Painting. When you find the right place, you'll notice a Ghost that looks like an artist. Approach them and they'll disappear, but drop an item as a reward.
Listed below are all Painting locations and rewards. We've included imagery and descriptions of where the Painting is, and then where you need to go to collect your reward.