The museum is housed in the residence of the governor of the prison, which once stood in Haverfordwest Castle's outer ward – it was here that the unsuccessful French invasion force was incarcerated in 1797. It covers the town's history, complete with a boil-ridden plague victim and an interesting section on local nicknames – a study has recorded 700 evocative endearments, such as Arse and Pockets, Drips and Stinko.