The stately Tiradentes Palace houses the seat of the legislative assembly. Exhibits on the 1st and 2nd floors relate the events that took place there between 1926 and the present. One of its darkest hours was when the National Assembly was shut down in 1937 under the Vargas dictatorship; it later served as the Department of Press and Propaganda. Most information is in Portuguese, though you can listen to a rundown of history in English at the interactive machine in the foyer.
The statue in front, incidentally, is not a likeness of Russian mystic Rasputin, but rather that of martyr Tiradentes, who led the drive toward Brazilian independence in the 18th century. He was imprisoned in one of the former holding cells beneath the building.