There is a museum about Sugar Loaf at Urca Hill, the hill half way to Sugar Loaf Mountain.
Right before taking the second cable car/gondola, there is a nice little museum (called Cocuruto) with Sugar Loaf memorabilia, photos, and facts. Moreover, hidden behind a red curtain, you can watch a video about Sugar Loaf and the section of the film Moonraker (1979) when James Bond (Roger Moore) is attacked by Jaws on the most famous cable car in Rio de Janeiro.
There a few museums that are worth visiting in Rio de Janeiro; Cocuruto at Urca Hill, is one of them. However, if you are the type of traveler who wants to learn all the interesting curiosities about the landmark you are visiting you may be interested in getting a copy of Sugar Loaf: the definitive guidebook to visiting the Rio de Janeiro’s most famous hill.