Back in the 19th century, this vast building was a customs depot, where goods from the French colonies were held before being sold off in Northern Europe. Those crusty civil servants would probably faint at the sight of today’s holdings, a compendium of avant-garde art from the 1950s up until today. Director María Inés Rodríguez has overseen recent exhibitions from, among others, Beatriz Gonzalez, Daniel Buren, and Judy Chicago. If you are hungry, stop in at the museum’s chic cafe, by design maven Andrée Putman.