The Royal Malaysian Police Museum (Muzium Polis Diraja Malaysia) occupies a heritage building on the edge of the Lake Gardens, near the National Museum and National Monument. The collection covers the history of law enforcement in Malaysia from colonial times to the present, with exhibits on weapons, uniforms, vehicles, and notable cases. There's a particular focus on the communist insurgency period (the Emergency, 1948–1960) and on anti-drug operations.
It's a niche museum, but the colonial-era displays and the collection of confiscated weapons are genuinely interesting if you're spending time in the Lake Gardens area. Entry is free, and the building itself — a colonial-era structure — is worth a look. Closed on Mondays.