The Mary Regional Museum sits in a heavy marble-clad building in the centre of town and is essential viewing if you are going to Merv or Gonur Depe. The collection holds the best finds from both sites: Bronze Age seals and gold jewellery from Gonur, Buddhist relics from the early period at Merv, Sasanian metalwork, Seljuk ceramics, and a careful set of scale models of the major Merv monuments at different historical periods.
The ethnography section on the upper floor covers Turkmen carpets, jewellery, and yurts; the carpets in particular are exceptional and worth the visit even if you are not coming for the archaeology. English-language information is limited; bring a guide. The museum is on the bank of the Murghab river, an easy walk from the central bazaar.