Established in the east wing of the Mikhailovsky Palace, this museum is devoted to the Benois dynasty, a Russian family of French extraction with a host of talented members. You're sure to know at least one, the film star Peter Ustinov... But the most famous is without doubt the painter (and set designer), Alexandre Benois (1870-1960), one of the pillars of Diaghilev's Ballets Russes.