As far as I know, the Cremaster 3 that's available on video is actually only a portion of the movie. From what I've heard (I've never tested it), it's just the part filmed inside the Guggenheim, not the whole thing with the Chrysler building and whatever.
Also, the Guggenheim exhibit had a lot of stuff that wasn't in any of the films, but was just related to them. The whole Cremaster 5 apparatus on the top floor, for example. But yeah, that was a totally mindblowing exhibit, mostly because it was really hard to have any idea of what it was all about. Prior to that, a museum exhibit had never made me say "What....the....fuck?!?!?"
Yeah, the Cremaster 3 I saw was complete and it was really....really.....long. This site clocks it at 3 hours 20 minutes: http://www.imdb.com/title/tt0321781/ which sounds about right. Still, it was very interesting to really be engulfed in Matthew Barney's mind for that long.
The Guggenheim blew my mind too - so much crazy, crazy, shit. Not suprising considering Barney's married to Bjork, but still. I was impressed with the amount of effort that went into the installation...