The Salvador Dali museum (Teatre-Museu Dali) is in the town of Figueres in Catalonia, where Dali was born in 1904. Figueres is about two hours north of Barcelona by train. The Museum was developed by Dali himself and is housed in the former municipal theater building. While definitely odd, this is the most interesting art museum I've ever visited.
Favorite quote attributed to Dali: "I don't do drugs, I am drugs"