You might want to spend some time browsing the exhibits at Museum of Russian Impressionism, Glinka National Museum Consortium of Musical Culture, or Gulag History Museum. Central Academic Theatre of the Russian Army, Yeliseyev Grocery Store, and Stanislavski and Nemirovich-Danchenko Moscow Academic Music Theatre are monuments to see when you're exploring the area around Megasport Arena. You can watch performances at Mossovet Theatre, Tchaikovsky Concert Hall, and Theatre on Malaya Bronnaya if you're interested in local theater.