Though not the biggest,the Museo Thyssen-Bornemisza often remains the favourite art gallery among visitors to the place. Houses a great private collection of European art which comes in a wide-ranging variety across its three floors. Looking out for any big names like Pissarro, Monet, Renoir, Sisley,   Degas, Constable,Van Gogh and Carmen Thyssen-Bornemisza? You will probably bump into one here.