In the heart of the Alta Murgia National Park, Jazzo Pantano is one of the symbols of Apulian transhumance, among the largest in the Murgia upland.

The Museum was founded in 1881 and was housed, together with the Provincial Library, in the Palazzo della Prefettura. The material was first catalogued by the archaeologist Antonio Sogliano, who published the inventory in 1889. Since then, the Museum and the Library have experienced alternating fortunes and many changes of location until 1995, when the Museum was set up in the premises of the eighteenth-century Palazzo Mazzarotta, in the historic centre of Campobasso.