I know there is a group trying to get a museum in the Oso area. Not sure of their current status but hope they can raise the funds necessary to start.
I have visited a few fly fishing museums around the country, two in particular are the Catskill Fly Fishing Center and Museum in Livingston Manor, NY. A wonderful museum of the history of the fly fishing in that region. They do have a Bamboo rod builders hall of Fame with NFA foundering member Dawn Holbrook on it.
Another is the Atlantic Salmon Museum in Doaktown, NB Canada that had a lot of the William Cushner fly plates including many from the Pacific Northwest.
Closer to home is the FFI office and Museum in Livingston, MT that has a lot of flies and other fly fishing stuff.