This Financial District museum has brought an ever-changing variety of innovative artwork to San Diegans since the 1960s here in the downtown location and La Jolla branch ; check the website for exhibits. Across from the main building, a slickly renovated section of San Diego’s train station houses permanent works by Jenny Holzer and Richard Serra. Tickets are valid for seven days in all locations.
About that train station building: San Diego’s Santa Fe Depot (aka Union Station) looks a lot like a piece from a model railway, with Spanish-style tilework and a historic Santa Fe Railway sign on top. It was built in conjunction with the 1915 exposition in the hopes that the Santa Fe Railway would make San Diego its terminus; that designation eventually went to Los Angeles.