The Museum is located in Puerto Rico.
The Scooby-Doo Show
When the gang arrived Puerto Rico, they discovered that a museum has been robbed of its priceless treasures. At the Hall of Records they discovered a map of Puerto Rico that shows a tunnel leading from the museum to the fortress. Velma believes the robbery at the museum is connected with the ghost of Juan Carlos. They found the tunnel entrance under a fake phone booth and follow the tunnel to the fortress. They discovered all of the stolen treasure in the tunnel. (Don't Go Near the Fortress of Fear)