The Naturhistoriska Museet of Stockholm is one of the best museums of natural history that I have visited (sure, the AMNH is unrivalled).
It combines its extensive collection with up-to-date scientifics opinions on taxonomy, both in the field of birds (showing pelican with shoebill and hamerkop for example), mammals (naming the four main clades of placentals, although there was a significant mistake in intra-therapsid relationships) and paleontology (naming Sifrhippus as the oldest horse). The museum has some great models of extinct animals and good dioramas of both Swedish and polar animals.
One negative remark: like several other museums I visited (Berlin, Paris, Adelaide) the Naturhistoriska Museet decided to put their collection of animal species extirpated by men in darkened rooms with spotlights, making it very difficult to get a decent photograph of thylacine, quagga, bloubok, huia and co.
If someone is interested in more photos of rare taxidermed neotropical birds, let me know.