Lille's Museum of Modern Art (now called LAM) was founded on the savvy eye of Roger Dutilleul, a collector who began picking up work by Picasso and other soon-to-become influential painters in the 1900s. His son inherited his collection and used it as a basis for today's museum.
As well as Picasso and Braque there are works by such luminaries as Modigliani, Miró and Léger, as well as a sculpture park (more Picasso!) and a noted collection of art brut.
The Museum of Modern Art is on the outskirts of Lille. To get there, take Line 1 of the metro to Pont de Bois station, then jump on bus 41 to the Parc Urbain-Musee stop.