After walking the entire length of Strandvägen and seeing all of its fabulous mansions, we found ourselves at the bridge to Djurgården, which we didn't even realize you could walk to. We looked at the two major museum buildings there (they were both closed at that hour) and continued walking along the shore, until it started to get late and we weren't sure how to get home other than by walking back that huge distance. Finally, we found a ferry back to Gamla Stan in front of some big amusement park.
This is the Nordic Museum, which has displays of life in Sweden from 1520 to the present day.