  Quantum gas microscopes are versatile and powerful tools for fundamental
science as well as promising candidates for enticing applications such as in
quantum simulation or quantum computation. Here we present a quantum gas
microscopy setup for experiments with highly magnetic atoms of the lanthanoid
elements erbium and dysprosium. Our setup features a non-magnetic,
non-conducting, large-working-distance, high-numerical-aperture, in-vacuum
microscope objective, mounted inside a glue-free quartz glass cell. The quartz
glass cell is enclosed by a compact multi-shell ferromagnetic shield that
passively suppresses external magnetic field noise by a factor of more than a
thousand. Our setup will enable direct manipulation and probing of the rich
quantum many-body physics of dipolar atoms in optical lattices, and bears the
potential to put exciting theory proposals -- including exotic magnetic phases
and quantum phase transitions -- to an experimental test.
