Any museum where you walk in and mentally say, "I've made a huge mistake."
I went to an art museum in the balearics once, the door was open, normal stuff, free entry sign, donation box, cloakroom, etc. So I'm walking round the first room and a guy runs in shouting "NO! NO!" and chases me right out of the museum. I definitely made a huge mistake there but I wish I knew what the mistake was!
I loved the penis museum! I was worried it would be uncomfortable for a group of friends but actually it was quite educational.
Georgia aquarium though, I could live there.