Budapest Danube river and bridge. Budapest is the capital and the most populous city of Hungary. Among Budapest’s important museums and cultural institutions is the Museum of Fine Arts. Further famous cultural institutions are the Hungarian National Museum, House of Terror, Franz Liszt Academy of Music, Hungarian State Opera House and National Széchényi Library. The central area of the city along the Danube River is classified as a UNESCO World Heritage Site and has several notable monuments, including the Hungarian Parliament, Buda Castle, Fisherman’s Bastion, Gresham Palace, Széchenyi Chain Bridge, Matthias Church and the Liberty Statue.