Baron Hans Heinrich Thyssen-Bornemisza (1921–2002) was a citizen of the world. The son of a steel magnate, he was born in the Netherlands with a Hungarian title, and was raised in Switzerland. He later became a resident of Monaco, had a second residency in the U.K, yet lived mostly in Spain. Like his father, Thyssen-Bornemisza collected Old Masters, but after his father died he swerved into modern art and built a major collection of German Expressionists. Much of that collection was acquired in 1993 by the Spanish State and is on view here, reunited with the collection of his fifth wife, Carmen, for the first time in decades. —L.J.