The city is significant as the departure point for the tens of thousands of Australian and New Zealand troops who left on the first and second convoys to fight in World War I.
In one corner of the museum, overlooking the magnificent King George Sound, where the Anzac armada assembled before weighing anchor at the end of 1914, is the Pool of Reflections.
The "pool" is a long, bench-like structure topped with a few centimetres of water.
Under the water, in simple white-on-black lettering, the names of all 41,265 Anzacs who sailed to war from Albany slowly pass from one end to the other.
I'd only been in the room for a few seconds when I glanced into the water, my eyes drawn to the first name scrolling into view.
Then, my blood ran cold: Robert Paul Harper, my grandfather.
Of course I'd always known he and his brother Gordon had fought in Gallipoli but had no idea they'd set sail from Albany, Western Australia.
This new realisation combined with the spine-chilling coincidence of his name coming into view at precisely the same moment as I entered the room — I was later told it takes 11 full days to complete a loop of all the names — set the stage for an unforgettable tour of Australia's pre-eminent Anzac destination.
The state-of-the-art museum was opened by the Prime Ministers of Australia and New Zealand on November 1, 2014 — the centenary of the first convoy's departure from Albany.
Of those 41,265 Aussie and Kiwi troops who left Albany, a third never returned home.
My grandfather and his brother did somehow survive Gallipoli but only my grandfather was to survive the war and return to New Zealand.
For his brother Gordon, killed in the Sinai in Egypt in August 1916, Albany's rugged coastline would be his last glimpse of friendly Australasian soil.
It's a connection that's making Albany, a four-and-a-half-hour drive south of Perth, a new pilgrimage destination for anyone connected to or interested in the Anzac story of The Great War.
After all, not only was the city the Anzac forces' launch pad into the war but it was also where the Aussie and Kiwi soldiers first met — the symbolic founding place of the Anzac spirit.
At Torndirrup National Park, the Southern Ocean has sculpted the spectacular Natural Bridge in the coastal granites and formed The Gap, where the waves rush in and out with tremendous ferocity.
Historic Whaling Station Explore Australasia's last whaling station, which operated until 1978. See giant whale skeletons, explore the country's last whale chasing ship and watch 3D films in the original whaling factory.
Historic Albany Step back in time and explore the dramatic history of the oldest settlement in Western Australia. Visit convict jails, old taverns, settlers' cottages and the city's stunning deep water harbour.
The Lake House Denmark This cellar door, restaurant, cafe, vineyard and winery serves gourmet local food at a forest-lined, lakeside setting just 6km from the town of Denmark.
William Bay National Park Famous for its turquoise green waters edged by huge granite boulders, Greens Pool is the perfect place for swimming, snorkelling, relaxing and exploring the nearby Elephant Rocks.
Valley of the Giants and The Treetop Walk The Valley of the Giants is an internationally recognised nature-based tourism attraction between Denmark and Walpole. The Tree Top Walk features a stunning walkway 40m above the ground through the spectacular heights of the 400-year-old tingle tree canopy.
Please check the latest border restrictions in each state and territory before travelling, for more information visit australia.com