The Mallory Gallery is a fortified art museum in The Great Muppet Caper. Described as a "virtually impregnable fortress," the gallery houses the Fabulous Baseball Diamond, donated by Lady Holiday following a rash of jewel thefts. The gallery appears to be located in or around London and is surrounded by high fences. The skylight is protected by an electrical charge. Henderson the Guard and a pack of trained German Shepherds provide additional security.