If you go to one archeological museum in the world, make it this one in Naples. They have incredible finds from Pompeii and Herculaneum, lots of classical sculpture and a treasure trove in the Gabinetto Segreto (Secret Chamber)!
The museum has one of the best collections of Greek and Roman antiquities, mosaics, gems, glass and silver. They even have some Egyptian and Etruscan treasures in amongst it all. Opened in the late 18th century to house King Charles VII's private collection, it became the property of the state in 1860.