The Frick Collection on Fifth Avenue is only a few blocks from the Metropolitan Museum of Art. It requies several exhausting days to see everything at the Met, and the effort will leave you suffering from artstic overload. It takes only a few hours to see everything at the Frick--and the quality of the exhibits is remarkable. The highpoint, for me at least, came with Holbein's portraits of Sir Thomas More and Thomas Cromwell, staring at one another across a fireplace. Both loyally served Henry VIII, and both died on the block as a result.
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