I doubt it’s still there, but when I went to Rome years ago, there was a Dali exhibition that was just spectacular. See if you can find out what’s being displayed in the galleries now – that might give you a better idea of what to look for.
I also love love love Delaroche – French yes, but has a portion of his work in Italy. My favorite painting of his hangs in the National Gallery in London. The Execution of Lady Jane Grey. There is also another fantastic piece, and I am not sure it’s location but it called La June Martyre (sp?) and it’s about a Christian Martyr.
I can’t even begin to think of the amount of beauty you’ll see in “Sacred Art.”