"Banksy", who has never disclosed his real identity, claims to have carried out the unusual smuggling operation on one day, during opening hours.
Some of the pieces went undetected for several days - such as a beetle with missiles attached to its body.
Banksy raided the Metropolitan Museum, but decided to spare the Guggenheim.
"I would have had to appear between two Picassos," he said.
"And I'm not good enough to get away with that."
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