Mary Buie, a talented artist, bequeathed the funds to build her museum as a gift to the city of Oxford, Mississippi. Her sister Kate Skipwith oversaw the building construction. In 1939, the Mary Buie Museum opened with a collection of art and historic memorabilia collected by them.
Over the next 35 years, the collections expanded to include historic costumes, Civil War relics, dolls, fans, and decorative arts. Portions of the Buie and Skipwith collections are always on exhibition.