Rijksmuseum in Amsterdam is a great one.
The Victoria and Albert and The Natural History in London are lovely places to wander around.
Fitzwilliam Museum, Cambridge, UK
Galleria dell'Accademia, Florence
Prado, Madrid
Are probably my favourites though, I visited the Galleria dell'Accademia when I was 13 and it just fascinated me, been back a few times since and I still feel the same.
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