The simple–and possibly hard to believe–answer is yes.
I’m about to show my age here, but I seriously thought they were relatively new–as in the mid-to-late 1900s, purely due to the nature of what they are: wax. Wax melts and without a means to keep it artificially cold enough, I thought they might decay. Not so apparently. In an effort to prove someone (mainly myself) wrong, and talk myself out of using wax sculptures in of a book, I realized that yes, indeed, wax sculptures were around and did appear in museums back when I set my latest book–1780s.
Madame Tussaud had a traveling wax museum, comprised of nearly 100 wax figures she’d haul around with her all over England and France, starting in 1780. It was not until later in her life–1835 that she set up a permanent shop to display these in London.
Madame Tussaud learned this skill from her uncle who had many of his waxworks put on display, including one of King Louis the XVI.
Now, do not get me wrong, there were not 100s of waxworks or wax museums at the time, because there weren’t. In fact, Madame Tussaud is actually credited with the popularity and presence of such museums as prior to her making a permanent waxworks in London, wax figures were placed for a time in other museums–until the curator decided to make room for something else or the waxwork started to physically lose its appeal AKA melt–but never was there a museum dedicated solely to wax sculptures. At least not that I found.