Established in London more than 250 years ago, Sotheby's is now American-run. It has sold off the effects of the Duke and Duchess of Windsor, paintings from the Whitney family (one of America's best private art collections), and the Forbes collection of Fabergé eggs. Collectibles such as wine, vintage cars, animation art, and fashion have their own departments; there's even an Internet auction division. Their Arcade, at the same address, handles more affordable selections. Subway: 6 to 77th St.