The New York Transit Museum in Brooklyn not only goes in-depth on subway construction, it also has exhibits on highway infrastructure as well. The station is in a real station, and the platforms house rolling stock from many different eras.
See some historic photos :
See the tools subway builders used :
Fare collection gates :
Today, the magnificent City Hall station is not used anymore.
Maps and diagrams
Highway toll collection
My favourite part of the museum was the subway platform where train cars from many different eras were on display.