When the Švenčionys Regional Museum was opened in 1945, the first exhibits included various archaeological finds, mainly axes from the Stone and Bronze Ages and ceramic fragments from mounds. In 1992, the museum was renamed the Nalšia Museum. Nalšia was the land of the East Baltic Nalšia or Aukštaičiai tribes.

In addition to archaeological exhibits, the museum now offers the opportunity to see natural, historical, and ethnographic objects depicting the history and daily and cultural life of the people of the region. The Natural History Exhibition includes photographs from the Švenčionys region and various taxidermy birds and wild animals. The Historical Exhibition presents the town history of Švenčionys, the freedom fights, works of art from the Švenčionys Church, everyday objects from manors and local households from the 19th and early 20th centuries, and other exhibits. In the Ethnographic Exhibition, visitors can see exhibits related to the crafts and trades of the Švenčionys region (agriculture, fishing, dairy farming, weaving, etc.).