The vivid seventeenth-century portal of Palazzo Zevallos Stigliano was designed by Cosimo Fanzago and faces Via Toledo; it was restructured at the beginning of the 20th century and turned into a bank, and is now a museum.
The museum offers an absolute masterpiece: The Martyrdom of St. Ursula, Caravaggio's last work. Completed in May 1610, the painting was immediately shipped to Genoa by sea; less than two months later Caravaggio died at Porto Ercole on the Tuscan coast. Although tradition holds that Ursula was martyred along with many companions, you can only see a few shadows in the twilight in this painting. The brushstrokes are quick and essential: an arrow shot from up close pierces Ursula under her breast; more than sorrow, she seems to express surprise and bitterness. Notice how the colors are all very dull grays and browns, except for the red of the killer's sleeves and the saint's mantle. In its naked essence, this canvas represents the end of Caravaggio's long meditation on the meaning of suffering, martyrdom, and death.