Museum of Fine Arts.

Founded in 1917, this museum is a beautiful example of the Pueblo Revival style.
Here's a picture of the exterior.

Idea Photographic: After Modernism, an exhibition at the Museum of Fine Arts, was on display from October 11, 2002 through January 19, 2003. "It evolved from the Project in Modern Photography developed between Steve Yates, Curator of Photography at the Museum of Fine Arts, and Siegfried Halus, Chair of the Department of the Fine Arts at Santa Fe Community College." My sister-in-law Barbara, a talented photographer, contributed to the project and it's worth a look.