Capitoline Museum, Rome
This place has so many ancient, marble, portrait-busts you'd think they were pulling them out of the ground, for free in their back yard... hah. Get it? Because they kind of have been for 1,000 years...
Home of celebrated statues like The Capitoline Venus, The Dying Gaul, Remus & Romulus (suckling on a she-wolf) and what remains of the Colossal Statue of Constantine... all of which are true ancient masterpieces... they also hold a remarkable (though small) painting collection.
Uniquely impressive, however, is the history of the location itself.
This is a place unlike any other museum. Situated atop Capitoline Hill (the smallest of the 7 mountains of Rome) the site figures hugely in Roman history and was used at various times as a (very) ancient temple; a headquarters for the republic; a coin-mint; the seat of local government (it's still 2/3 museum, 1/3 mayor of Rome's office)... it's hallowed ground in the annals of Italian antiquity. It even boasts a piazza designed by the mighty Michelangelo.
That said - it's a nightmare to navigate. My first visit there left me so confused I missed 80% of an exhibit I wanted to see. I wound up so pissed off that I actually took a trip back to Rome from London specifically to see the rest of that exhibit. I also spent a few days walking around their collection and realized it's not *so* confusing once you learn the underground connections. But unless you're going for several days you may want to leave yourself extra time to get around. Seriously: it's silly. And the signage explaining how to get around is, naturally, in Italian. It's spread out over 2.5 buildings. Which don't connect above ground. If you exit one building that's it - no re-entry. So you have to navigate underground and it's a bit of a hassle. Mainly because it's built atop a 2100+ year old temple, and therefore hasn't been properly modernized.
It's a great museum though. If marble is your medium or statues are your passion... you'll never find a greater depositary of genuinely ancient Roman work. And again - it's in a great location. Atop one of the 7 hills of Rome; seat of Roman power and government; literally looking out over the Roman Forum... it's at the literal and figurative center of the Rome you want to visit as a tourist.