At first I though it might have been the Horniman Museum in Forest Hill, South London. A couple of years ago I asked them via Twitter if they had been the venue, but they said no. They suggested it might have been filmed at the Powell-Cotton Museum at Quex Park in Kent.
So I asked the Powell-Cotton Museum, but they said they had not been the venue for filming either.
Then, a couple of days ago Slugabed left a comment on my post about this quest suggesting that the video had been filmed at the Musée Royal de l'Afrique Centrale in Brussels.
So I emailed them. And today Kristien Opstaele replied:
Yes indeed, it was filmed in our museum Some of the galleries are still the same, but not for long anymore. The museum will close mid 2013 for renovation.So, thanks to Slugabed and Kristien, the mystery is solved. Take it away boys...