Adjacent to the cathedral, in what used to be the archbishop’s palace (built in the 16th century), is this elegant museum. The cloistered courtyard reveals Islamic, Roman and medieval remains. In polished rooms upstairs are former Episcopal furnishings and a gallery of Flemish paintings. Most memorable is Life of the Virgin , a 13-panel series originally part of the cathedral’s altarpiece, created by anonymous Flemish artists working in Portugal around 1500.