Sadly, the PEZ museum in Easton, PA closed at the end of 2008. A piece of me died inside as I had made a special pilgramige to Easton just for the museum itself a number of years ago.
A self-ascribed Pezhead, I can tell you that the only other PEZ museum is in Burlingame, CA. If you're ever in the Bay Area, check it out, as I intend to next time I'm in those parts.
Even more tragic than the demise of the museum in Easton, is the fact the PEZ company in Orange, CT does not offer public tours due to FDA regulations. I found this out the hard way many many years ago, when the idea of going "to the source" popped in my adolescent brain.
You can go on a tour via the intertubes, and let us pray daily that the executives at the PEZ company will catch on to Mr. Hershey's idea: a few rides, a strategically designed "how-it's-made" PEZ theme ride (i.e. PEZ WORLD), and a combination museum/store.
Additional revenue streams, Joe!