You'll want to browse the collections at New Tretyakov Gallery - Museum of Modern Art, Art Gallery of the European and American Countries of the XIX-XX centuries, and Gallery of 19th and 20th Century European and American Art. Cathedral of Christ the Savior, Armoury Chamber, and Grand Kremlin Palace are monuments to see when you're exploring the area around Red Art and Filimonov Gallery. You can watch performances at Vakhtangova Theatre, Forum Hall, and Moscow International House of Music if you're interested in local theater.