The Museo Nacional de Etnografía y Folklore (MUSEF) occupies a colonial building on Calle Ingavi and holds what is probably the best collection of Andean ethnographic material in Bolivia. The textile collection alone is worth the visit: weavings from across Bolivia's regions, spanning several centuries, with the kind of systematic documentation that lets you understand what you are looking at rather than simply admiring the colours. The masks are equally strong — carnival masks, ritual masks, the elaborate plumed and mirrored constructions used in the Diablada dance at Oruro, each one explained in terms of where it comes from and what cultural work it does.
The museum is on two floors, well laid out, and takes about an hour and a half at a reasonable pace. It is the kind of institution that repays coming back after you have travelled more of Bolivia — having seen a weaving tradition in situ makes the museum displays mean more than they do before you have left La Paz. The Oruro carnival section is particularly useful if you are planning to attend or have recently returned from the festival. Admission is cheap. There is a decent small gift shop selling quality reproductions and reference books that is better than most museum shops in the country.