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The Museum was founded in 1900 by Thomas Wright who persuaded W.H. Collingridge to give the house to the town of Olney.

The c1700 brick facade conceals the earlier two Cotswold stone houses. There was also a parapet at the roof line. The building now houses collections relating to Cowper, Newton, Dinosaur Bones, Local History and Bobbin Lace. It is the most important building on the Market Place. Its elaborate facade of plumb brick with lavish stone dressings and rusticated brick angle pilasters sits beneath a big medallion cornice but there was originally a lower pitched roof with balustraded parapet. The museum was originally two separate Georgian houses with earlier traces. Standing facing the building from the Market Place, the right-hand side house, known as Orchard Side was the home of poet, translator, letter writer and gardener William Cowper, from 1768-1786. Cowper's home was approached by a pedimented front door. The passageway is also pedimented and gives access to the other house where his servant lived - and a thousand rats, according to Cowper. The 3-storey interior seems surprisingly plain but nevertheless is very interesting. It provides a relevant view of the living style of a gentleman, once used to a more affluent life but who now lives a very simple, unpretentious life with his companion Mrs Mary Unwin, his friends and animals.