Actually, although a lot of my art on the first Conan was "lost" (stolen), I still have loads of art from the film. I also have 100% of the art I did for the second Conan film, except for a collaborative piece I did with the film's production designer, Pierluigi Basile. I gave Piero that piece.
I've kept nearly all the work I've done on all 45 of the features I've worked on. It's always been a part of my movie contracts. I won't work on a film if they demand to keep my art. They can sell it for more than they paid me to do it. Why should I work for free?