Thyssen-Bornemisza Museum Introduction: The Thyssen-Bornemisza Museum (Museo Thyssen-Bornemisza) is located next to the Prado Museum, with exhibits ranging from medieval art masters to modern artists. The museum belongs to the private collection of Baron Thyssen-Bornemisza and his sons. The exhibits are arranged on floors and are very easy to visit. Therefore, it is also considered the most accessible art gallery in Madrid. Famous collections include Gauguin's "Once Upon a Time" and Picasso's "Arlequin Looking in the Mirror".