The old-fashioned Ölgii Aimag Museum gives a basic overview of Kazakh culture and the geography of Bayan-Ölgii. The 1st floor has some terrifically bad taxidermy; the 3rd floor offers interesting ethnographic displays. A small gift shop sells Kazakh wall hangings, rugs and crafts.
Note the collection of balbals (stone figures believed to be Turkic grave markers) in the yard outside.