@Mr Gharial Here in the United States Ptilosarcus gurneyi, the orange sea pen is kept at several aquariums, especially on the west coast. Monterey currently keeps several deep sea species such as Halipteris sp. Funiculina sp. and Umbellula sp. or droopy sea pen, most likely Umbellula lindahli, which is bioluminescent when disturbed.
Japan has a few like Okinawa, which might still have some deep water species such as Pennatulidae sp. Echinoptilum sp. and has kept Porcellanella haigae, Haig's porcelain crab, which lived commensally with sea pens.
Checking the gallery, Veretillum cynomorium was or is kept in Vasco de Gama in Portugal, and one other species was kept in Sweden.
I would bet that other aquariums keep or kept sea pens after collecting wild specimens. Cavernularia obesa and some other species are sometimes available in the aquarium trade.