Perhaps not a good movie, but if you like Italian horror it's great fun: Wax Mask (1997), directed by Sergio Stivaletti (Dario Argento's special effects man) and produced by Argento. It's a cheapie - the wax museum has only one corridor and just a couple of figures. But it's got a nice classic atmosphere.
It was meant to be a return to directing for Lucio Fulci, who had gotten ill, but he passed away before he could make it. It's stll shot by Fulci's cinematographer Sergio Salvati.
But I can only recommend it if you like the often bizarre, illogical world of Italian horror. It even has a visual Terminator reference in the finale, wildly out of tune with the classic setting - so it's a case of a special effects man not showing restraint.
Wax Mask