Occupying the Palacio Villahermosa across the road from the Prado, the Thyssen houses one of the greatest private art collections ever assembled. The original collection, spanning 8 centuries of European painting, was compiled by the German-Hungarian industrialists Barons Heinrich and Hans Heinrich Thyssen-Bornemisza, father and son. (The younger Baron’s fifth wife, Carmen “Tita” Cervera, a former Miss Spain, was instrumental in convincing him to bring his massive collection to Spain; hundreds of paintings from her own collection, on permanent loan, are exhibited in an extension on the second floor.) Compiled almost in the manner of a stamp collection, the museum, which opened in 1992, contains representatives of practically every major style and artist since the medieval period. Most visitors start on the top floor with the Italian Primitives and work their way down to the pop art of Roy Lichtenstein. But the museum offers some interesting alternatives, suggesting itineraries based on key masterpieces or themes. Whichever way you cut it, you will see familiar images and styles at every turn: the Italian masters Titian, Tintoretto and Caravaggio; Holbein the Younger’s instantly recognizable Portrait of Henry VIII; Canaletto’s unmistakable Venice; the cubism of Picasso, Braque and Gris; Manet’s Woman in a Riding Habit; Renoir’s Woman with a Parasol; Degas’ Swaying Dancer; Jackson Pollack’s splashes and Rothko’s troubled blocks of color. Many of the Spanish greats are represented, from El Greco, Murillo and Zurbarán to Goya, Dalí and Miró, alongside French impressionists, German expressionists, and Flemish and Dutch heavyweights from Rubens and Rembrandt to Van Gogh. Rubbing shoulders as it does with the Prado and Reina Sofía, you get the sense that the Thyssen has to work harder than it would if it were located elsewhere. It rises impressively to the challenge, with imaginative offers, child-friendly activities, collaborations with other museums, and well-designed apps to help you explore the collection. The cafeteria and museum shop are also excellent.