It's up in Oxnard, CA. If you watch Jay Leno's Garage on YouTube you might of seen the place, he's looked at a few cars from there. It is awesome. Took the tour and then walked around getting more pictures. It's not even just a car museum, it's got furniture and sculptures designed by one of the Bugatti's, and also art deco pieces. They rotate what they have on display. They take them out for driving, and racing, sometimes. Two of the cars that Jay Leno looked at weren't there, one of them is at the Petersen Automotive Museum in LA, which I have a ticket to go to during their second day of the grand opening on the 6th.
My personal favorites has got to be the purpose built race cars, someday, someday...