Over the course of 20-plus years, this small but mighty gallery has displayed works by Monet, Picasso, Titian and Warhol, along with Samurai armor, Fabergé eggs and Yayoi Kusama’s Infinity Mirrored Room. “There are museums with more pictures, but none with higher-quality pictures,” Steve Wynn explained to the Las Vegas Sun in 1999. Bellagio, 702-693-7871. Runner-up: Sahara West Library