To date my list includes: Newlyn, Lamorna, St Ives, Walberswick, Kirkcudbright, Chelsea, Monterey, Carmel, Gloucester and Cape Ann, - plus others whose names escape me - although I suspect they're probably places like Prout's Neck which are associated with only one artist!
I'd like to know more about them - and have started to try and find out a bit. I started with the wikipedia article about art colonies but found it rather odd. I think it's talking more about planned artist communities rather than those which are places where artists choose to congregate on a more informal basis. Scope for improvement there maybe?
So - I've started a squidoo lens about art colonies to see whether it's possible to make sense of the information on the internet - but I need a bit more time before I publish it! My aim is to try and find useful links to the various ones around the world - and was rather hoping people reading this blog might be able to suggest some.
Seaside art colonies in the UK
A major feature of art colonies is just how many of them are associated with the sea. Three years ago there was an exhibition about the ones in the UK called Painting at the Edge: Britain's Coastal Art Colonies (1880–1930) at Penlee House Museum in Penzance (well worth a visit if you ever get to Penzance).
So that means a list of seaside art colonies (and artists) in the UK might look like this:
Organised by Penlee House and the University of Northumbria, this major survey exhibition put the Newlyn and Lamorna artists' work in context with that of their near-contemporaries in other British sea-side art colonies in St. Ives, Walberswick (Suffolk), Staithes (Yorkshire), Cullercoats (Northumbria), Kirkcudbright (Dumfries & Galloway) and Cockburnspath (Scottish Border). The cross-over between the colonies is fascinating, and many names appeared in more than one place. The exhibition included works by Newlyn painters Frank Bramley, Walter Langley (who also painted at Walberswick), Stanhope and Elizabeth Forbes and Fred Hall, and Lamorna group artists Lamorna Birch, A. J. Munnings, Harold and Laura Knight (who also worked at Staithes) and Charles Naper. The show included works by Mark Senior, Charles Mackie, Isa Jobling, Philip Wilson Steer, Charles Rennie Mackintosh, George Clausen and George Henry, among others, loaned from public and private collections throughout the UK.
Penlee House Museum, Penzance
- Newlyn (Albert Chevallier Tayler, Lamorna Birch Henry Scott Tuke Thomas Cooper Gotch Norman Garstin; Stanhope Forbes; Walter Langley; Elizabeth Adela Stanhope Forbes; Annie Walke; Harold Knight; Dame Laura Knight; Frank Bramley)
- Lamorna (S. J. Lamorna Birch, Alfred Munnings, Charles Naper and Dame Laura Knight)
- St. Ives (Whistler, Sickert, Julius Olsson RA , Adrian Stokes RA and Louis Reginald James Munroe Grier, Alfred Wallis, Bernard Leach, Ben Nicholson, Barbara Hepworth)
Phillip Wilson Steer
Oil painting on wood, support: 603 x 761 x 15 mm
- Suffolk - Walberswick (Walter Osborne, Philip Wilson Steer, Charles Rennie Mackintosh and George Clausen)
- Yorkshire - Staithes (Mark Senior, Charles Mackie, Laura and Harold Knight and Isa Jobling)
- Northumbria - Cullercoats (where Winslow Homer made his home for a while in the 1880s)
- Borders - Cockburnspath
- Dunfries and Galloway - Kirkcudbright
I'm much more familiar with the UK than elsewhere for obvious reasons - so finding out about places elsewhere will need some help!
Kirkcudbright has had a long association with the Glasgow art movement, which started when a colony of artists, including the Glasgow Boys and the famed Scottish Colourists, such as Samuel Peploe and F. C. B. Cadell, based themselves in the area over a 30-year period from 1880 to 1910.
Many of them moved to the town from Glasgow, including E A Hornel, George Henry, and Jessie M King, and their presence led to Kirkcudbright becoming known as "the artists’ town", although this moniker may have originated more from tourist board publicity rather than local usage.The whodunit Five Red Herrings by Dorothy L. Sayers involves the artistic community of Kirkcudbright. 
For example, in the United States, I think the list of seaside art colonies include the following? Can people confirm - and/or tell me what's missed out?
Rockport Motif #2
9" x 12", coloured pencil on Saunders Waterford HP
copyright Katherine Tyrrell
- Cape Ann (Gloucester, Rockport and Rocky Neck) - which I visited in September 2006 - see Sunday 17th September: Rocky Neck and Rockport, Massachusetts. This is the current Arts Gloucester website
- Provincetown at the northern tip of Cape Cod. Curiously no artists identified and listed in the wikipedia article which reads rather like an advert for local amdram societies! This is the current Provincetown Art Guide.
The first Gloucester painter of note was native-born Fitz Henry Lane, whose home still exists on the waterfront. The premier collection of his works is in the Cape Ann Historical Museum, which holds 40 of his paintings and 100 of his drawings. Other painters subsequently attracted to Gloucester include William Morris Hunt, Winslow Homer, Childe Hassam, John Twachtman, Frederick Mulhaupt, Frank Duveneck, Cecilia Beaux, Jane Peterson, Gordon Grant, Emile Gruppe, Stuart Davis, Mark Rothko, Milton Avery, Barnett Newman, William Meyerowitz, Theresa Bernstein, and Marsden Hartley and artists from the Ashcan School such as Edward Hopper, John Sloan, Robert Henri, William Glackens, and Maurice Prendergast.
Monterey has a noteworthy history as a center for California painters in the late 19th and early 20th centuries. Such painters as Arthur Frank Mathews, Armin Hansen, Xavier Martinez, Rowena Meeks Abdy and Percy Gray lived or visited to pursue painting in the style of either En plein air or Tonalism.
- Carmel - an interesting comment on the community can be found in this New York Tims article
- Laguna Beach - virtually no reference to art in the wikipedia article other than it is an artist community - and no artists are listed either! However this article What made Laguna Beach special? does!