I love many of the traditional museums previously mentioned, plus also the Boston Museum of Science, and the Van Gough museum in Amsterdam.
But I would be remiss on this site to not mention the national Leather Archives and Museum, located in Chicago.
In addiotion to great erotic artwork, it holds a vast history of gay and gay leather life. There is a library where you can see old gay magazines from decades ago, containing classified ads of escorts and masseurs from the days before the internet. Perhaps you might even find some ads of guys who frequent this site!
Regards
Peter