The former "Long Island Historical Society" (remember, Brooklyn was once part of Long Island) has recently gotten a makeover, and the building outside and inside is enormously appealing. The Historical Society sponsors a good array of lectures, tours, and other special events, and sells several good books and guides to Brooklyn. The changing exhibits are well worth a visit, especially if you're a member (as I am). However, I should point out that the actual amount of exhibit space isn't so large, so some of the exhibits are a bit small.
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