Tour cancellations multiply among major arts organizations in the wake of the Persian Gulf War. Latest to join the rush are Zubin Mehta and the New York Philharmonic, canceling appearances in Lucerne, Amsterdam and Brussels. The St. Louis Symphony has also canceled its European tour, with the Philadelphia Orchestra still undecided on its tour of Europe in May.

Martha Graham and Company canceled a visit to 16 European cities scheduled for March. Dionne Warwick is trying to postpone a European tour, but rock singer Sting still plans to do Europe beginning April 21. The Lyons (France) Opera Ballet will tour Africa beginning in Cairo, but has canceled a trip to Israel.- THE ARTS HAVE LOST: Aaron Siskind, photographer of black-and-white abstracts, at 87 in Providence, R.I. . . Burton Taylor, former dancer and writer, of AIDS at 47; he had danced with the Eglevsky Ballet, ABT and Joffrey Ballet and wrote for Dance Magazine. . . Pianist Walter Klien, 63, in Vienna, of cancer; he was noted for his interpretations of Mozart and Schoenberg.