Thyssen-Bornemisza Museum

The third museum of the Golden Triangle of Art formed by the Prado, Reina Sofia and the Thyssen-Bornemisza.
The Thyssen is an art museum just near the Prado and fills the historical gaps in its counterparts' collections: in the Prado's case this includes Italian primitives and works from the English, Dutch and German schools, while in the case of the Reina Sofia it includes Impressionists, Expressionists, and European and American paintings from the second half of the 20th century.

With over 1,600 paintings the Thyssen-Bornemisza collection was once the second largest private collection in the world after the British Royal Collection.

Today, I would put it as a 3rd choice in terms of priority of museum visits in Madrid, after the Prado in 1st and the Reina Sofia in 2nd.Less