I heard it's no longer at Bellagio. Anyone know where, how I can find out more?

Maybe he sold it to pay for the new hotel?
Or at least it will probably be displayed there.

I believe it is being displayed at or adjacent to his new hotel property on the Strip, just across from the Fashion Show Mall and bit north of the Venetian. Believe it's displayed under Wynn Collection of Fine Art.

There is currently a wonderful Monet exhibit of paintings for the Boston Museum of Fine Arts at the Bellagio. I believe it'll be there thru sometime in September.

Ask a cabbie to take you to "the old Desert Inn" a block or two north of the Venetian. Wynn is using it as his headquarters while building his fabulous new casino next door. Walk in and ask the receptionist where to find the art gallery. It is an amazing private collection, including an Andy Warhol portrait of Steve Wynn himself (I kid you not). Once Wynn's new casino opens the collection will probably cost a lot more than $10 to view - go now.