The foundation of the museum goes back to an initiative of history conscious citizens who, at the end of the 19th century rightly feared, that more and more historical documents would be destroyed and scattered. Until around 1930 most objects came as gifts into the collections. The main focus was the margravial epoch from the beginning,
To find an accommodation was always a problem. For a hundred years the museum had to help itself with changing, inadequate locations, which caused damage to some objects. Only in 1985 the city council decided the historical building of the old Latin school at the Kirchplatz, which was used by the fire department, was to be converted into a museum. The renovation was expensive due to the poor condition of the building- but in 1996 the new museum was opened. Conception and design were awarded with the Bavarian museum prize.
The conversion was based on the principle to subordinate modern museum architecture to the old remaining building but to make it visually clearly visible.