The Reiter is not one piece of stone but roughly a hundred, mostly fine-grained sandstone quarried near Bernburg and fitted together into rider, horse and attendants. Restoration work found what modern eyes never expect on medieval sculpture: original colour, azure blue and green and red and white, laid over the whole thing, with gilding added in the seventeenth century. The two attendant figures stand about 1.45 metres tall, wearing headbands and ornamental brooches that mark them as noblewomen; one holds a shield bearing the imperial eagle, the other once carried a flag-lance. The copy that occupies the Alter Markt today was cut by the sculptor Heinrich Apel in 1966 and gilded in 2000. Since the end of the 2010s the original has been in the Kaiser-Otto-Saal alongside a baroque Nativity scene, out of the rain at last.

The building came out of an architectural competition held in 1897, though only indirectly; the design that got built was the work of the Viennese architects Friedrich Ohmann and August Kirstein. It went up between 1901 and 1906 on Otto-von-Guericke-Straße, a few metres from the cathedral, as a municipal museum of art and craft, and it opened on 17 December 1906 under the name Kaiser-Friedrich-Museum with the art historian Theodor Volbehr as its first director. Its great hall was built as an argument rather than a room. Modelled on the Germanisches Nationalmuseum in Nuremberg, it took the form of a church interior complete with a crypt, was titled the Hall of Magdeburg Antiquities, and carried a three-part mural by Arthur Kampf from 1905 and 1906 showing scenes from the life of Otto the Great. A city with an emperor in its cathedral was not going to be shy about it.

From 1933 the National Socialists set about clearing objects they found unwelcome out of the collection. Then the building itself was severely damaged in the war, and the collections that had been evacuated for safekeeping fared no better — much of the material was stored in a salt mine at Stassfurt, fires broke out there in April 1945, and a great deal of it never came back. The single worst loss was a painting. Van Gogh's The Painter on the Road to Tarascon, made in 1888, had been bought by the museum in 1912, one of the first works by Van Gogh to enter any public collection anywhere. It is still listed as missing. Francis Bacon built an entire series of paintings in 1956 and 1957 out of a reproduction of a picture that nobody has laid eyes on in eighty years.

What survived, and what has been gathered since, is enormous for a museum run by twenty-seven people. The archaeology holdings alone come to 400,000 finds covering some 200,000 years, the oldest of them a hand axe from Hundisburg of about that age. There are 11,000 coins and 2,400 medals; 1,400 pieces of militaria including a sixteenth-century halberd, a heavy wall gun of around 1600 and a mid-seventeenth-century fortress cannon; 1,100 paintings; 4,500 drawings and 30,000 prints; and a library of 58,000 volumes holding things like the city's 1625 court ordinance and pamphlets from the fiercest years of the Reformation arguments. Filed among the ten thousand city-history objects that fit no other category is a Star of David badge, of the kind Jewish residents of Magdeburg were forced to wear. In 2008 the museum built a full exhibition around that history, titled Unerwünscht. Verfolgt. Ermordet. — Unwanted. Persecuted. Murdered.

Since 1995 the inner courtyard has been given over each year, spring to autumn, to something called Megedeborch: a reconstructed medieval town where schoolchildren take on trades, practise them, and populate the place themselves rather than filing past it. It is a good instinct for a museum whose biggest exhibitions have always been about the city arguing its own importance. Two of them were Council of Europe exhibitions — Otto the Great: Magdeburg and Europe in 2001, and the Holy Roman Empire of the German Nation in 2006 — and Faszination Stadt, in 2019, traced how Magdeburg Law spread across medieval Europe as a template for how towns should govern themselves. The natural history museum shares the same address, so the building runs as a two-department house: culture on one side, the natural world on the other, both a short walk from the cathedral.