Above: Edwin Longsden Long, The Babylonian Marriage Market, 1875.
I noticed that the "Paintings from the Reign of Victoria" exhibit at the Yale Center for British Art was mentioned in a comment, so I thought that I should add that:
1. There were some very lovely paintings there.
2. If you have the chance before July 26, you should go see it.
3. As per Dennis (and I will second), stop by the Yale Art Gallery across the street and find the Edwin Austin Abbey scene from Hamlet. It's Fantastic, and yes, that's a capitol "F". (Dennis and Doug thought it was the best painting they'd seen that day, and I would agree.)
4. If you go, stop at Atticus Bookstore (in the same building as the British Art) and grab a loaf of New Haven made Chabasso bread for $1. Roasted Garlic if they have it.
5. Oh, and pizza! Pepe's, Sally's, Modern on State St, BAR on Crown...