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Arguably the best small museum in the nation, the Frick provides a deeply satisfying experience on a number of levels. There’s the highbrow fun of seeing some of the world’s greatest masterpieces; the lowbrow kick of getting a firsthand peek at the home of one of the super-rich and famous; and the somewhat macabre thrill, akin to a séance in a way, of communing with someone long dead through his choices in art. In the end, the Frick Collection is as much about Henry Clay Frick and the world he created as it is about the art itself.

And that’s a good thing, as Frick (1849–1919) was a fascinating figure, an entrepreneur in the steel and coke industries with only 3 years of formal schooling, who became a self-made millionaire by the time he was 30. On his death, he bequeathed his enormous art collection and the grandly colonnaded neoclassical mansion that housed it (built by Carrere and Hastings, architects of the N.Y. Public Library) to the formation of a public museum for the purpose of “encouraging and developing the study of the fine arts” in the United States.

It’s not a large museum, but in each of the 16 galleries there are wonders to behold, paintings and sculptures from nearly every great artist in the Western Canon. Because Frick wanted viewers to have their own experiences of the art, there is very little wall text posted, nor is the art arranged in any “instructive” manner—different periods of art are mixed together, as are artists of various nationalities. Unlike the Barnes Collection in Philadelphia, Frick gave his trustees the right to change the arrangement of the works, and acquire new ones; a full third of what you’ll see was purchased after Frick passed away.

But most of the great pieces are from Frick’s era and they are a testament to his astute taste as a collector. This is a man who not only collected Rembrandts (a trifecta of them!) but chose none but the most intriguing works, such as the painter’s portrait of fur merchant Nicholas Ruts, Rembrandt’s first commissioned portrait and the one that launched his career.

Masterpieces by Vermeer (three of the meager 36 that still exist today), Renoir, Degas, Velazquez, El Greco (his St. Jerome, of which the Metropolitan Museum’s version is a copy), and more are also on view. The most famous painting in the collection, Holbein’s portrait of Sir Thomas More, hangs next to the mantle in the Living Hall, though in an ironic move, Frick also hung Holbein’s portrait of Thomas Cromwell—More’s longtime political rival, who was also executed by Henry VIII—on the other side of that mantle, so that the two can stare each other down through eternity.

An erudite audio tour, free with admission, serves as a pleasant companion for a walk through the museum. Every hour on the half-hour, a short but interesting movie on the life of Frick is screened. And if you have the foresight, visit the Frick website to learn if a classical music concert will be taking place during your time in New York—the collection has a history of hosting some of the best up-and-coming talents.