You might want to spend some time browsing the exhibits at Gulag History Museum, Central Armed Forces Museum, or Scriabin Memorial Museum. Central Academic Theatre of the Russian Army, Stanislavski and Nemirovich-Danchenko Moscow Academic Music Theatre, and A. N. Scriabin House Museum are monuments to see when you're exploring the area around Megasport Arena. You can watch performances at Adrenaline Stadium, Praktika Theater, and Obraztsov Puppet Theatre if you're interested in local theater.