The Museum of Progress is located in Spokane, WA. It is where Murphy decides to set up operation for his new world.
The compound consists of a throne room, a dining area, a laboratory, sleeping quarters, vaccine tents, latrines, a zombie moat and a room for Lucy.

The place is guarded by a few of Murphy's trusted men, such as Will Chaffin. After you are given the vaccine, you are allowed in, you surrender your weapon and are given a job based on previous skills.
The location is on Napa Street north of Sprague and south of Trent in east Spokane.
