A lovely museum with a very large collection of Egyptian, Cypriote, Greek, Etruscan, and Roman art. It takes about half a day to see it all. I had not expected such a nice collection: this is one of the world's best kept secrets.
There are 38 items in Copenhagen, National Museum of Denmark:
Rhodes, Mycenaean "phi" and "psi" figurines
Rhodes, Relief of a Funeral Meal
Chiusi, Model of a chariot
Alexander the Great with an elephant's skin
Aphrodisias, Shield portrait of Alexander the Great