Borghese Gallery and Museum. Just for reference, “no bags allowed” means you can’t bring any bags in (there’s a bag check downstairs). On the other hand, whining about this to the guard who lets everybody into the museum at the appointed time (two hours only, reservation required, and they throw everybody out at the end of the two hours) will result in him waving you downstairs, huffing in an exasperated matter, and saying (not under his breath, mind you) I don’t speak fucking English.