This Achievement unlocks for climbing to the very top of the museum.
You'll need a crowbar to break open one of the locked doors upstairs and head outside onto the back balcony.
Once outside on the upstairs balcony climb up the scaffolding and make your way up the ladders to the roof.
Once at the top climb the ladder up the chimney and the Achievement will unlock.
For those who prefer videos here's my quick guide.