The Musee des Arts Forains is a private museum located in old wine warehouses built in the 19th century. Read about it here: http://arts-forains.com/en
It's not open every day, and tickets must be booked on-line ahead of time. It's also rented out for private events.
We went on May 11th, which is our anniversary and we could not have chosen a more fun way to spend the day.
The tour was done in French, but our guide (who was delightful!), always made sure "his American friends" were kept up to speed in English also.