Of course, being bold enough to put a piece of art in a space that is of a color that doesn't exist in your space yet has its merits, like being dramatic and making a big statement. Having art that doesn't have any room color precedents can lead to a layered, sophisticated space with a lot of interesting interactions.
What camp do you fall into? Does your art only contain the colors of the rest of your space? Maybe one or a couple colors from the space in the art (the camp we imagine many folks will fall in)? Or did you choose a dynamic piece of art that introduced a whole new color scheme? What were your color intentions with your art collection and the rest of the space? (And should you be looking for some art color inspiration: Art by Color)