The London museum with the stolen gun was the Sir John Soane - it's in Holborn, not far from the British Museum, and still has its original 18th/19thc display layout, so it's basically a museum of a museum, the private house of a mad collector, with every bit of wallspace in a tall 18thc house covered! Really worth seeing if you're in London - and the Pitt Rivers in Oxford is stunning, too- it's inside the Oxford Natural History Museum, and features in Philip Pullman's books. They had to repatriate the aborigine penis and the mummified tatooed maori heads, though! And up the road is the Ashmolean, where Marat allegedly nicked some items!