This museum is definitely worth a visit, especially if you have been enchanted by the beauty of Budapest and you want to learn more about it. It is housed in one of the wings of the actual palace. You will find several exhibitions retelling the city's long and turbulent history as well as sections that have been renovated to show what the palace used to look like in medieval times. There is also a fine collection of statues. Do be aware that the museum has changing opening hours and days; from mid-May to mid-September, it is open every day; during the rest of the year it is closed on Tuesdays.