Brooklyn Museum

One great collection of historical, especially Egyptian, pieces is the Brooklyn Museum. It's worth it to take the subway over; I went after going to the Met and found their ancient Egypt rooms to be incredible. They have a beautiful collection of unique pieces.

They've also got Asian art, African pieces and some Pacific area stuff as well.

They put up great pictures of pieces at their tumblr here: Brooklyn Museum.

I had to get off a train and ask the driver how to get over to the stop I needed, but it was worth it. I still remember the Egyptian room.