Travelling the open road makes him lonely but once he reaches New York he laps up the buzzing art scene
While filming This Is Modern Art I collected quite a number of new stamps in my passport. Most of the art-related travel I do is to New York and my current passport is full with visas for the US. In my last passport there was a very impressive Russian stamp, but unfortunately I lost it. I drove to Heathrow having put it on the roof of my car.

I'm not very proud of my forgetfulness. I've lost two passports, and I regularly lose tickets and I'm always missing planes. My excuse is that I'm permanently preoccupied. I have to be thinking all the time, rehearsing and writing pieces to camera and coming up with ideas. Sadly I'm not at the stage in my career where I have people to think for me. Not like Robert Hughes who has a little team of slaves to sort him out. I'm still one of the slaves.

My worst experience during filming was in Los Angeles when I interviewed American video artist Paul McCarthy. The crew and I were unbelievably jet-lagged after the flight and we just couldn't function properly. We interviewed Paul for the Shock! Horror! episode of the show and he wanted us to film some rat droppings. Our director refused on the grounds that it wasn't modern art and it wouldn't look good on film. Paul got very upset and the rest of filming became virtually impossible. It turned out great though and looked fantastic on screen.

Filming in Maine was relative bliss compared with New York and Europe. We travelled to Bear Lake to interview Jules Olitski, this old American guy who is known for his 1960s colour field paintings and later abstracts. He had a wonderful home on the lake where he hangs out, paints and (rather weirdly) watches old videos of British sitcoms like Are You Being Served?.

Texas was also sublime. I love driving in America, though not when I'm squashed in the van with the crew. I'm in heaven on those rare occasions when I get to drive my own hire car. I love roaring along on desert highways listening to American hip hop. Hip hop is not exactly my thing but it seems to be the only type of music you can buy in K-Mart.

I often feel instantly alienated when I travel abroad, and get very lonely. I go a bit mad and feel that I'm at the mercy of moods. But one place I found in which it was very easy to relax was on Bruce Nauman's ranch in New Mexico. It's just a normal ranch, simply the home of a 50- year- old rancher, rather than some sort of modern art construction.

His studio's rather ramshackle, but the whole area is wonderfully uncomplicated. Simply driving out to the ranch is very therapeutic in itself. All you can listen to on the radio are programmes about Jesus, which is strangely comforting. (Music stations are out of the question as they all play a certain type of appalling American rock.) My very favourite thing is to hire an open-top car with air-conditioning and sit in a cool bubble putting the tips of my fingers up into the hot air above.

We visited the Rothko Chapel in Houston, which is like a sort of chill- out room-cum-backpackers' centre. International slackers seem to be the chapel's only visitors. They lounge around and even sleep there. I find the artist Rothko pretentious but in this setting his dark paintings created a strange, calm vibe. I would have liked to have stayed longer but this was one of those frequent occasions when I'd lost my plane ticket, so I had to make a mad rush back to the airport to try to sort out the mess.

I also enjoyed visiting the Matisse Chapel in the south of France. The chapel itself was, of course, lovely but the thing that touched me the most was the hospitality of the nuns. I'm a bit of a closet sentimentalist and the nuns were genuinely welcoming. They fed us three-course meals and the atmosphere was unique - austerity mixed with good feeling. In the art word I'm used to plushness and cynicism.

When I'm travelling I look for excitement rather than beauty and relaxation. My favourite place is New York, though I have a bit of a love-hate relationship with it. I think the people can be incredible snobs and it's amazing how thick the people are who run the New York art world, and what complete rubbish they all talk. I think very few people know how stupid the director of Moma New York is. But when it comes to the actual art, New York is the most exciting place in the world.

Matthew Collins's new weekly series, 'This Is Modern Art', starts today on C4 at 9pm.