Le Paradox's museum is a museum located in present-day Paris, owned by the skunk billionaire Cyrille Le Paradox. To the public, it currently serves as a museum of rare antiquities, but it secretly served as the center of Le Paradox's operations to steal antiquities from around the world.
When Sly Cooper was on his date with Carmelita Fox, he felt his old itch starting to come back, and knew he needed to pull a heist. Standing on the balcony of the restaurant, he was scoping the museum with his binocucom.
Bentley approached Sly with the horrible news about the pages of the Thievius Raccoonus disappearing. Since their first location to time travel to was feudal Japan, they needed to steal a samurai dagger, which was coincidentally from the same museum Sly was scoping out. With the Cooper Gang recruited, they broke into the museum to acquire the object.
The place was well-guarded and had some tight security systems. It was guarded by rat trooper guards employed by Le Paradox, and there were also security choppers flying around. It took all three gang members skills to be able to bypass the security, and steal the dagger. Coincidentally, Le Paradox was having a meeting in his museum with two of his lieutenants, Toothpick and Miss Decibel, about their objectives in their respective time periods.
Once Sly grabbed the object, he was confronted by an angry Carmelita. Sly hopped into the team van, and the gang escaped the museum, time traveling to feudal Japan.
Carmelita in the meantime, investigated something suspicious inside the museum only to find Le Paradox currently unloading the heist that he made, but before she could move to arrest him, she was captured and was sent to the Wild West.