Famous art works in Milan:

"The last supper" ("L'ultima cena") is the most famous fresco painting in the world, very close to my house. See www.cenacolovinciano.it and www.cenacolovinciano.org

Leonardo Da Vinci, "Uomo vitruviano", Vitruvian man
And in Milan castle ("Castello Sforzesco") there's a museum about Leonardo (see www.milanocastello.it).
...fancy a fountain bath as in la dolce vita? :)
Soon also Leonardo's horse will be placed next to the castle (actually it's close to Milan horse racecourse). It's the biggest equestrian statue in the world.