As others have noted, the chapel is in Houston, Texas. It was funded by the
De Menil family. Also worth seeing is the Menil Collection very nearby (with
a great building by Renzo Piano), and a fairly new Byzantine chapel, also
funded by the same family. There is an interesting long article about
Dominique De Menil in a recent New Yorker magazine.
Re: the gallery, it is Marian Goodman Gallery.