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