Chicago Manual of Style Guides
Here is a link to the Chicago Manual of Style's Quick Guide for their Notes and Bibliography Style.
The free online guide only provides access to part of the full Chicago Manual and does not provide an example of how to cite museum wall text or caption artworks. Here are examples of how you may cite these in Chicago Style:
Wall Text:
Format of information (wall text, object label, brochure), Gallery/Room Name, Number or Exhibition Title, Museum Name, City, State.
Example for Wall Text Footnote:
Wall text, Britain becomes a World Power, National Portrait Gallery, London.
Example for Wall Text Bibliography:
Wall text. Britain becomes a World Power. National Portrait Gallery, London.
Figure Caption for Artworks:
Figure Number: Artist, Title, date. Medium, measurements. Museum Name, City.
Example for Artwork Caption:
Figure 1: Joseph Mallord William Turner, The Fighting Temeraire, 1839. Oil on canvas, 90.7 x 121.6 cm. National Gallery, London.