The remains of Haverfordwest Castle mostly date back to the time of King Edward I, or Edward The Longshanks. The castle played host to other royal personages including King Richard II and Oliver Cromwell over the many years of its existence. Although severely damaged by the events of the civil wars in the 1640s, quite a remarkable portion of the castle remains. Copies of the letters signed by Oliver Cromwell when he ordered the destruction of the castle in 1648 are on display in the museum and they also have a very good model of the castle, as it would have looked in 1394.
During the span of its existance, the castle has been a prison. Giraldus Cambrensis notes that there was a prison here as early as 1188. A prison serving the county of Pembrokeshire was built within the grounds in 1779, which was replaced in 1820 by a new prison building. This latest building now accommodates the Pembrokeshire Record Office. There are a number of artefacts that have been preserved and are on display, including a cell door, leg irons and the original lock from the castle gate.