You can "arrive in", or you can "arrive at".
"Arrive at" means to the POINT (building, room, airport...) "Arrive in" means to the AREA (country, region, and so on...)
Please correct me if I am wrong :) So, in this case, "arrive at the museum" is the one and only correct choice because museum is building
(takto nás to učili na Callanovej metóde)
No taky mne to matlo ale nasel jsem tohle vysvetleni. http://www.helpforenglish.cz/article/2009051305-arrive-in-nebo-arrive-to
at 1 |at| preposition 1 expressing location or arrival in a particular place or position: they live at Conway House | she was constantly at the telex machine | they stopped at a small trattoria. • used in speech to indicate the sign @ in e-mail addresses, separating the address holder's name from their location. 2 expressing the time when an event takes place: the children go to bed at nine o'clock | his death came at a time when the movement was split. • [ without adj. ] denoting a particular period of time: the sea is cooler at night. • [ without adj. ] denoting the time spent by someone attending an educational institution, a workplace, or their home: we all need to get involved in fighting crime whether it's at work, at home, or at school. 3 denoting a particular point or segment on a scale: prices start at $18,500 | driving at 50 mph. • referring to someone's age: at fourteen he began to work as a mailman. 4 expressing a particular state or condition: placed them at a serious disadvantage | the coroner accepted that the machines were at fault. • expressing a relationship between an individual and a skill: boxing was the only sport I was any good at | he is poor at giving instructions. 5 expressing the object of a look, gesture, thought, action, or plan: I looked at my watch | Leslie pointed at him. • expressing the target of a shot from a weapon: they tore down the main street, firing at anyone in sight. • emphasizing the directing of an action toward a specified object: she clutched at the thin gown | he hit at her face with the gun. 6 expressing the means by which something is done: holding a corrections officer at knifepoint | figurative : her pride had taken a beating at his hands.