The documents of Pius XI should also shed light on Eugenio Pacelli, who would become Pope Pius XII.
His successor, Pope Pius XII, made the first papal television appearance in 1946.
She was declared venerable by Pope Pius XII in 1943 and then beatified by Pope John Paul II in 1980.
The museum includes controversial wording that reflects a long-running dispute over the role of Pope Pius XII during World War II.
Jewish groups were angered in October 2008 when Pope Benedict spoke in favour of advancing the process to make the late Pope Pius XII a saint.
Relations between Israel and the Vatican have become tense in recent months, after news leaked out that the Vatican was considering making the wartime Pope Pius XII a saint, reports the BBC's David Willey in Rome.
Among the handful of documents here from the period of World War II, a section of the archives still closed to scholars, is a 1942 letter from Jewish inmates of an Italian concentration camp, thanking Pope Pius XII for his support and gifts of clothing.
WSJ: Lux in Arcana | Capitoline Museum | The Papacy's Private Papers | By Francis X. Rocca
There has also been persistent speculation by historians that during World War II, Pope Pius XII drew up a document stating that if he were to be kidnapped by the Nazis he was to be considered to have resigned, and a successor should be chosen.
Yet many Jews believe that the Vatican has not gone far enough and are furious at Vatican efforts to make the war-time pope, Pius XII, a saint.
ECONOMIST: The pope reaches Israel in his tour of the Middle East
Wartime pope, Pius XII, has been accused in the past of turning a blind eye to the Holocaust, although the Vatican has defended him, arguing that he worked behind the scenes to save Jews.
If the fact that Pius XII was a pope gave his sainthood cause some inherent advantages, in other ways it made perceptions of his holiness less immediate and less personal.
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