It was the lavish empress Catherine the Great who founded this museum in 1764, beginning with a collection of 255 Dutch and Flemish paintings. Now it's become one of the world's biggest art collections, with the largest number of French art outside of France. The collection of impressionist and Postimpressionist art, which takes up a hefty amount of the second floor, is a must-see. Its variety and quality are both stunning: there are rooms of Matisse, Gauguin, Picasso, and Cézanne. Also look for works by Caravaggio, Rembrandt, and Leonardo, as well as by Russian masters that include Ivan Nikitin, Karl Bryullov, Ilya Repin, and Dmitry Levitsky.
And that's just the paintings. The Winter Palace itself is a former residence of the czars, and it looks the part, with walls decorated in mosaics and frescoes, gilded ceilings, columns, and dramatic chandeliers. Stop in at St. George Hall to see the czar's red velvet throne, mounted on gilded and red-velvet stairs and framed by a double-headed eagle insignia, marble columns, and a marble relief St. George slaying the dragon. The Pavilion Hall features incredible vistas from its wraparound windows, and it's decorated with columns and fountains, a copy of a floor mosaic from the Roman town of Ocriculum, and Catherine the Great's huge Peacock Clock. Try to plan your visit on a weekday morning, particularly during the summer, when the line could stretch all the way out to the center of Palace Square. English-language audio-guides are available, as are English-language tours, for an additional price.