Archaeological Museum, which is located in eastern Lithuania. It is enough to mentioned that this outstanding museums is listed n the UNESCO list! There is also marvelous Kernave Archaeological Site, where you can see remains of the medieval town. For instance, if you like the modern history, you should absolutely visit the Paneriai Memorial. That museum is dedicated to the victims of the Holocaust. Furthermore, there is also the KGB museum (also known as the Museum of Genocide Victims). This museum is dedicated to the period under the Soviet rule and to repression against Lithuanian people.
In case to visit the second country, that is a paradise for history lovers, you should take one of a lot of cheap flights to Russia. When you are there, you would have a chance to discover places and sites where many important historical events took place (click here to visit this page). For instance, if you visit St Petersburg, you could visit the Church of the Saviour on Blood, that was built on the place where Tsar Alexander II was killed in 1881.