1) Central Armed Forces Museum in Moscow Russia (2007). Stunning and the best I ever saw, even though I can not speak or read Russian.
2) The USMC Museum just north of Quantico VA (2008)
3) The Airborne & Special Operations Museum in Fayetteville, NC (2006?)
4) The 8th Airforce Museum in Georgia next to I-95 (2006?)
Yes the Russian Armed Forces Museum is great! Saw it in 2003 ... if you're a history buff, most of the displays are easy enough to grasp.
If you're in St Petersburg, the Museum of the Defence of Leningrad is worth visiting as well ...
I heartily concur about both the USMC and 8th AF Museums.
If you're in the SW, the Pima Air and Space Museum outside of Tucson is amazing (and if you have the time ... sadly, I didn't ... the Boneyard tour is supposed to be as good or better).
If you're down in Oz, and you visit Canberra (mostly unmemorable for overseas visitors ... or so they think), then the Australian War Memorial Museum is really good, especially with the new Aircraft Gallery (which holds G for George, a WW2 Lancaster, amongst other things).
And the Imperial War Museum in London (and, of course, Duxford) and the RAF Museum are great if you're over the pond.
In France, the Invalides Army Museum (Paris) is fantastic ... and, though I never saw it, the Armour/Tank Museum at Saumur is supposed to be fantastic as well.
Author, Space Opera (FGU); RBB #1 (FASA); Road to Armageddon; Farm, Forge and Steam; Orbis Mundi; Displaced (PGD)