Taj Mahal to Arnold Schwarzenegger -- Sorry, We're CLOSED (Thank You, Come Again)

Arnold Schwarzenegger went all the way to India this week ... and all he got was a big fat REJECTION from the Taj Mahal.

The ex-Governator -- who's in town for an environmental conference -- was turned away from one of the 7 wonders of the modern world this morning after he informed it was closed to tourists due to Muslim prayer sessions.

According to Ahnald's tour guide, the actor was totally bummed out ... and went down the street to take a few cell phone pics with the building in the background.

Undaunted, Schwarzenegger continued his trek through India ... and took out his frustrations on the biggest piece of naan he could find.