I reckon the Leeum, Samsung Museum of Art in Seoul is worth a visit. The permanent collection admission fee is a touch steep by Seoul standards, but you can expect some celebrity-artist art (Damien Hirst, Matthew Barney, Andy Warhol, and more!) and some celebrity-architect architecture.
And it's close to Itaewon. Score.
There are a couple of Cremaster props and some stills. Cremaster 3 was also playing but the screen was so high you had to crane your neck, the volume was turned all the way down, and there were no seats -- come on, it's three hours!
You're better off downloading it and watching it in bed with some popcorn. Still, it's a nice gallery.