Set in a dusty-pink 19th-century neoclassical building, this is the province's top museum. Stars of the ground-floor archaeology section are two Phoenician marble sarcophagi carved in human likeness (uncovered a century apart in 1887 and 1980), along with lots of headless Roman statues and a giant marble 2nd-century Emperor Trajan (with head) from Bolonia's Baelo Claudia. Upstairs, the excellent fine-art collection (closed for renovation at research time) displays Spanish art from the 18th to early 20th centuries, including 18 superb 17th-century canvases by Zurbarán.
Equally important is the beautifully composed baroque altarpiece from the chapel of Cádiz’ Convento de Capuchinas, which cost artist Bartolomé Esteban Murillo his life when he fell from its scaffolding in 1682.