The Andy Warhol Museum used to be an industrial warehouse.
The museum, which houses thousands of Andy Warhol works, actually used to be the 1911 Frick & Lindsay warehouse, a distribution center for products shipped to mills and mines. Architect Richard Gluckman repurposed the industrial building for financial reasons. Even though it's expensive turn a building into a climate-controlled environment that will accommodate fragile artwork, it's still a lot cheaper to establish a museum in a pre-existing building than to build from ground up.
In addition, former industrial structures are usually built with metal frameworks and reinforced concrete to withstand abuse from machinery and heavy loads—the ideal environment for extensive art installations. Obviously, Gluckman knew what he was doing.