Based at Brecon's military barracks (built 1805), this museum commemorates the history of the Royal Welsh – a newish British Army infantry regiment comprising the Borderers and other historic Welsh regiments. The highlight is the Zulu War Room – the Borderers fought in the 1879 Anglo–Zulu war in South Africa, inspiration for the 1964 film Zulu starring Michael Caine. The collection of artefacts recalls the defence of Rorke's Drift, when 150 Welsh soldiers held out against 4000 Zulu warriors.

This is still an active military base. Many of the soldiers are Gurkhas (Nepalese soldiers fighting in the British Army), often seen in their civvies around the town.