This tiny church near Sleepy Hollow contains Henri Matisse’s last work, a rose window, and nine windows by Marc Chagall. As it turns out, having fabulously wealthy American magnates for fellow parishioners has a way of ensuring equally fabulous decorations within one’s house of worship. Located just below the Rockefeller’s Kykuit estate in Westchester County, New York, the Union Church of Pocantico Hills is home to an unexpected artistic treat. Embedded within the church’s steeply pitched gables are gorgeous, little-known works by both early 20th-century luminaries Henri Matisse and Marc Chagall. A glorious rose window created by Henri Matisse is the artist’s last completed work before his death in 1954. Commissioned…