In 1999, the City Museum was established, which presented its first permanent exhibition titled "Yugorsk. From Legend to a Point on the Map" on January 12, 2001. This exhibition featured the museum's archaeological and ethnographic collections.

In 2002, an open-air museum was created 6 kilometers from Yugorsk. This exhibition represents a reconstruction of a traditional settlement of the left bank inhabitants of the Lower Ob and the northern Ural foothills. It includes a residential house with interior furnishings, sacred sumyakh for storing family guardian spirits, utility sheds and awnings, a summer kitchen, a bread oven, dog kennels, a reindeer pen, and hunting traps.

In 2005, the two museums merged to form the Museum of History and Ethnography. In 2007, for the 45th anniversary of Yugorsk, a new permanent exhibition "Lines of Fate, Point of Intersection" was opened, which illustrates the history of the region and the city in detail. It features not only archaeological and ethnographic collections reflecting the life and traditions of the Pelym Mansi but also materials dedicated to the 50-year history of Yugorsk: personal belongings, photographs, and documents of the townspeople, as well as tools and household items from the 1960s to the 1990s. The history of Yugorsk uniquely reflects key events of the modern era in Western Siberia, including the development of forest resources and subsoil, the construction of railways, and the emergence of new towns amidst the taiga and swamps.