Datong Museum gives the city a broad historical frame, from northern frontier cultures and Buddhist art to imperial history and the industrial age. The building itself is modern and spacious, which makes it a useful counterpoint to Datong's temples, walls, and cave sites.
It is worth visiting early in a stay if you want context before heading to Yungang Grottoes or Huayan Temple. Even selective travellers can get value from an hour focused on the galleries that explain Datong's position between the steppe and the Chinese heartland.