Thyssen-Bornemisza Museum

The Museo Thyssen-Bornemisza, named for the family from which the collection was bought (for $350 million USD), is housed in the intimate Villahermosa Palace. Inside hangs a gallery of works, which ranges from the 13th to 20th centuries and Van Dyck and Kandinsky, among others. Most recent visitors enjoyed their time at the museum -- some liked it better than the Prado for its coziness and diversity; others recommended you visit the later and Queen Sofia museums first. Located just west of Retiro Park, you can tour the museum by jumping off the Banco De España metro.