The Húsavík Whale Museum is one of the best natural history museums in Iceland. Housed in a former herring processing plant right on the harbour, it holds skeletons and preserved specimens of all the whale species that swim in Icelandic waters — blue whales, humpbacks, sperm whales, orcas, belugas. The scale of the larger skeletons is genuinely hard to process until you're standing underneath them.
The exhibitions cover whale biology and behaviour, the history of whaling in Iceland, and the science behind the population recoveries of the past few decades. The museum doesn't dodge the tensions between the whale watching industry that has transformed Húsavík's economy and Iceland's continued (if diminished) commercial whaling. It's a more honest and thoughtful presentation than you might expect. Budget a good hour here, especially if you're going whale watching afterward — understanding what you're looking for makes the boat trip considerably richer.