Southwest of Sha Tin town centre, this spacious, high-quality museum inside an ugly building gives a peek into local history and culture. Highlights include a children's area with interactive play zones, the Cantonese Opera Heritage Hall, where you can watch old operas with English subtitles, and an elegant gallery of Chinese art. There's also a Jin Yong exhibit, with some 300 items illustrating the life and works of martial arts novelist Dr Louis Cha, aka Jin Yong.
To reach the Hong Kong Heritage Museum from Che Kung Temple MTR station, walk east along Che Kung Miu Rd, go through the subway and cross the footbridge over the channel. The museum is 200m to the east.