Image of welcome sign at the Frick Art Museum in Pittsburgh PA. The Frick Art & Historical Center is located in the Point Breeze area of Pittsburgh. Known simply as "The Frick" it consists of a group of museums situated on property once owned by Henry Clay Frick and his family. The fine art museum contains paintings from around the world, some dating to the Late Medieval and Renaissance periods. There is an automobile museum, the Clayton Mansion museum, and a small restaurant called The Café. It's well worth a visit!