Apart from Dia Beacon, in Beacon (upstate New York about an hour away from Grand Central Station) and also the Judd Foundation in Soho, this institution is absolutely one of my favourite places to visit and it is located in Long Island City, Queens. It showcases sculpture in the broadest sense and has an incredible building that used to be a workshop that refurbished and fixed subway cars. It has been running since 1928 and when you visit you will definitely see why that is.
This simple Manhattan salt house is shaped like a monumental grain of salt. The Shed is an effort by the city to make even their most utilitarian architecture into unique pieces of art.
This place has one of the hottest rooms I've ever been in. The combination of barely being able to breathe from the heat to immediately jumping into a freezing murky pool is addictive. There's also a great roof patio for a change of scenery. A good old school New York spot.