Museo Pedro Coronel holds the eclectic collection of Zacatecan artist Pedro Coronel, with pre-Hispanic pieces, Asian art, European works, and modern painting sharing the same former Jesuit college. It is broader and more idiosyncratic than visitors expect.
The museum sits close to the cathedral and Santo Domingo, so it fits easily into a central walking route. Give it more time if you like collections shaped by one artist's eye rather than by a committee.