The Provincial Museum is a small but well-presented archaeology and palaeontology collection covering the province from prehistory to the Romans and beyond. The star exhibits are fossils from the nearby Las Hoyas site and a striking display of Iberian sculpture, including animal-headed funerary pieces.
The building shares an entrance with the Museum of Don Quixote, which is essentially a themed library and exhibition space dedicated to Cervantes' novel. A combined visit takes about an hour and a half and is one of the better wet-weather options in town.