The University of Iowa Museum of Art was flooded last summer, and the $500,000,000 collection had to be evacuated. In this article it tells how special crates had to be made for the Jackson Pollack and other large works, and how they had to be shipped. http://www.gazetteonline.com/apps/pbcs.dll/article?AID=/20081210/NEWS/712109949/1006
I think most were shipped in trucks.
Shipping individual paintings to art shows is something I have done. I use Airfloat boxes, made especially for shipping art back and forth. the employed reinforced multi-layer corrugated cardboard and convoluted foam cut to fit the frame, and seal pretty well against humidity and the weather. When I ship sold pieces, I build my own boxes, and use a similar approach to airfloat, only less expensive, as they do not get reused. Shipping a large painting (24x36) across country by air can cost over $150 . . . so imagine what a heavily crated mural would cost!!!!