You'll want to browse the collections at New Tretyakov Gallery - Museum of Modern Art, Pushkin Museum of Fine Arts, and NB Gallery. Cathedral of Christ the Savior, Armoury Chamber, and Pushkin House Museum on Arbat are monuments to see when you're exploring the area around Red Art and Filimonov Gallery. You can watch performances at Glas Russian Spiritual Theatre, Festa Di Voce Music Theater, and Moscow International House of Music if you're interested in local theater.