The Montefiore Museum is actually inside the famous windmill in Jerusalem erected by Sir Moses Montefiore, a philanthropist from England. The windmill was actually never used because it was built in a place that lacked sufficient wind.
Montefiore's project was to beautify and modernize the city of Yemin Moshe. He was able to turn an indigenous village into one of the most stunning sceneries in Jerusalem. The city itself is also very upscale.
The museum is known more for its sensational scenery than for its information. Still, the Montefiore Museum contains many photographs and documents that contribute to the history of Israel and the Montefiore family.
The museum is located between David Street and Mount Zion.
Source: Frommer's Israel, 1998