The Museo de Arte Precolombino e Indígena in the Ciudad Vieja holds a strong collection of pre-Columbian and indigenous art covering the Andean civilisations as well as the indigenous peoples of Uruguay and the Rio de la Plata region. It's a small but well-curated museum in a historic building, and it provides useful context for anyone travelling on to Bolivia, Peru, or the Inca sites.
The Uruguayan collection is particularly relevant locally — the Charrúa people who inhabited the region before European colonisation left little material culture behind, and what survives is carefully documented here. The museum is often overlooked by visitors who concentrate on the Ciudad Vieja architecture; it's worth the time.