Simply include in the art, in a manner such that it won't be displayed (as in a CD behind the matt of a framed photograph, or a image on the bottom pedestal, or a thousand other ways of storing digital data and embedding it in an object) a nude image of someone under 18. Then it would be illegal to buy or sell within the U.S. and likely other nations. If it was included in such a manner as to not be displayed then you would have a piece of art that was perfectly legal to display, but not to trade/buy/sell/exchange. Volia !
Making this fact public would be important to the success of the project.
As an example you could imbed a small thumb-drive with in a sculptural piece, or place an image on the back of a 2-dimensional piece.
Perhaps going to these lengths would not be worth it, but as the point of much art is to be "new" or "original" and in some sense cause viewers to say WTF! this would certainly succeed in this avant-garde(ish) manner.