Thyssen-Bornemisza Museum, Madrid

The Thyssen-Bornemisza family collected what became one of the world's finest private art collections over a number of generations. The Spanish state bought it from them in 1993 and converted the early-19th-century neoclassical Villahermosa Palace into a fabulous art gallery. At the Museo Thyssen-Bornemisza, you will see masterpieces by Van Dyck, Durer, Caravaggio, Rubens, Picasso, Van Gogh, Gauguin, Matisse and Kandinsky among others. The collection follows a chronological order running from the 13th to the 20th century. Call ahead to know more.