This small museum houses a massively worthwhile exhibition. Though it's virtually all in Russian, I would also encourage non Russian-speakers to visit. If you know something about GULAG already, you'll find the artefacts and artworks fascinating. If you are visiting Moscow and don't know anything about GULAG; you need to learn. I was made to feel very welcome and given a personal guided tour.
16, Petrovka St.
museum-gulag.narod.ru/