Fodor's Expert Review Gallerie d'Italia -- Palazzo Banco di Napoli

Once the headquarters of the Banco di Napoli, this vast 20th-century building houses a small museum that's worth seeking out for its outstanding collection of 17th- and 18th-century paintings. Relocated from the nearby 17th-century Palazzo Zevallos Stigliano in 2022, the star attraction is Caravaggio's last work, The Martyrdom of Saint Ursula. The saint here is, for dramatic effect, deprived of her usual retinue of a thousand followers. On the left, with a face of pure spite, is the king of the Huns, who has just shot Ursula with an arrow after his proposal of marriage has been rejected. Free lunchtime concerts are sometimes held in the atrium of the palazzo.