Human: How did Alfred Pennyworth start the museum? Assistant: 
Alfred Pennyworth started the museum because he hoped it would be useful if the city of Gotham ever fully accepted Batman. The cave was also the location of Season 3's climatic finale, "Gotham's Ultimate Criminal Mastermind", in which the villainous robot D. A. V. E. attempts to kill Alfred using an array of trophies garnered by the Batman, putting the Dark Knight in a position where he had to choose between revealing his secret identity to all of Gotham City, or allowing Alfred to be killed