What is the Museum called which was originally a storeroom in a Public Building on Whitehall London in 1874 (as a result of an Act of 1869)
though the first official visitors came in 1877

Has moved once in the same locality (1890) and It has never been open to the general public ...But it is used for lectures

Clue to its Identity its "colorful" name is synonymous with Horrors may be an apt film title or 2?

The Black museum

http://www.met.police.uk/history/crime_museum.htm