Museums or guided tours about pre 20th century history

I will be visiting the three Baltic capitals plus an island from Estonia and would like suggestions about pre 20th century history of the region, can go up until pre historical times. For 20th century history I would be interested only in museums with a complete unbiased view of events. For example something I found interesting was the pagan roots of the tribes that settled first in Estonia then gave rise to the Baltic tribes and also the part about the Lithuanian Grand Duchy.

In Tallinn I won't spend so much time because of the island trip but still maybe I could squeeze in something.

Any suggestions for museums, historical spots or guided trips?