The Market House a grade II* listed building built in 1855 in anticipation of increased trade after the projected arrival of the railway in 1856, by F.C. Penrose. It replaced the former house on the site which had stood since 1616, and incorporating some features from the earlier building. The market house contains the local Castle Cary and District Museum. There is a varied collection of exhibits spread over the two floors of the building. The earliest are local fossils including ammonites and a display about the discovery of an ichthyosaurus at Alford. Local industry and agriculture are represented with displays on the production of rope and hemp and a collection of agricultural implements, tools and relics. A room is dedicated to the life and work of Parson James Woodforde who was born at the Parsonage in nearby Ansford in 1740. He was later curate at Thurloxton before moving to Norfolk. For nearly 45 years he kept a diary recording an existence the very ordinariness of which provides a unique insight into the everyday routines and concerns of 18th century rural England.