I also have the Art of Piano, it's documental about the most important pianists of the 20th century.
There aren't many complete pieces, but they're lots of chunks from complete videos, wich you can find on the EMi classical archives.
The complete ones are:
Julian Jacobson - Liszt: Trascendental Etude No.1 "Preludio"
Josef Hofmann - Rachmaninoff: Prelude in C sharp minor
Sviatoslav Richter - Chopin: Etude Op.10 No.12 "Revolutionary"
Vladimir Horowitz - Horowitz: Variations on a theme from Carmen
Arturo Benedetti Michelangeli - Scarlatti: Sonata in B minor
I forgot to mention Liszt's Valse-Impromptu on the Cziffra DVD.
Best
Alex