The museum that's most worth a visit is this one, which documents the city's ties to Portugal. It's most notable for its collection of old map reproductions based on Portuguese naval expeditions. A small selection of period furnishings, clothes, and jewelry from Colonia's days as a Portuguese colony complete the offerings. Exhibits are well labeled, but in Spanish only.
Plaza Mayor between Calle de los Suspiros and De Solís, Colonia del Sacramento, 70000, Uruguay