You'd have to try hard to miss this museum, given that it sits right on Red Square. At the entrance there's always someone dressed as Ivan the Terrible or Lenin offering themselves for a photo with you. The museum was established in 1894, and was closed for ten years, until the mid 1990s, for extensive renovation. Inside, there are various exhibitions dedicated to the sweeping richness of Russian history, from mammoth tusks and bronze age relics to Soviet era posters. The museum is closed on the first Monday of every month.