Indeed, it is the members of the organisation for the conservation and restoration of historical monuments, better known as the Archaeological Society, who in 1845 began to form the numismatic and archaeological collections. Acquisitions, bequests, and discoveries continue to enrich the collections. Historical objects and documents were quickly added and later on works of art were also acquired.
In 1868, their activity was recognised by the state: during the creation of the Grand Ducal Institute, in 1868, the Archaeological Society became the institute's historical section. For several decades, it suggested that the government make the collections available for a new museum yet to be build, however in vain. It was only in 1922 that the state acquired the mansion of Collart - de Scherff at the Fish Market in order to turn it into a museum. After the renovation work commenced, the historical section of the Grand Ducal Institute decided in 1927 to entrust the state with its collections, which form the basis of the current museum collections. The state in turn began to acquire works of Luxembourg artists for the future museum. Delayed by funding problems, the transformation of the Collart - de Scherff mansion into a museum was not completed until 1939, against the backdrop of the centennial celebration of the independence of Luxembourg.
The Second World War, however, broke out before the museum's inauguration. The collections - barely installed - had to be placed in safe locations. At the same time, the financial resources which the Nazi occupiers offered from 1941 to 1944 allowed the acquisition of many objects, especially in the areas of crafts and applied arts.
After World War II, the majority of the collections were safely returned to the museum. In 1946, it opened its doors to the public under the name 'Luxembourg State Museums'. From then on it has consisted of two departments: a history and art department and a department of natural history. Additionally, yearly exhibitions of contemporary art are also organised at the museum. Since 1958, a purchase commission has enriched the museum's heritage with regular acquisitions of artworks by international contemporary artists.
In 1966, a group of amateurs discovered four exceptional Gallic burial chambers in Goeblange-Nospelt, with some dating back to the end of the second Iron Age and others to the beginning of the Gallo-Roman period. The impact of this spectacular discovery on the world of European archaeological research raised awareness among public authorities of the need to professionalise archeology in Luxembourg. In 1972 the first archaeologist position was created at the Luxembourg State Museums and the excavations undertaken since then have continued to enrich its archaeological collections. Today the MNHA's archaeological service, the National Archaeological Research Center, is responsible for all archeology-related work in Luxembourg.
In 1988, the Luxembourg State Museums were separated into the National Museum of History and Art (MNHA) and the National Museum of Natural History (MNHN, Naturmusée). Over the decades, their collections and activities had diversified and multiplied to such an extent that only a separation would address the lack of space and make the full development of both institutions possible. The cohabitation at the Fish Market, however, lasted until 1996, when the Naturmusée could move into its new building, the former Hospice Saint John, which was restored and refurbished for this purpose.