Lytham Windmill Museum. Lytham’s best known landmark, the Windmill, contains a seasonal museum with a series of exhibits focussed on the “History of Mills and Milling” and the “Heritage of Lytham St Annes and the Fylde Area”. During the summer season it is open to the public and available for school visits. Entry is free. It’s a great trip out with the family, especially when followed up with an amble on the picturesque Lytham Green and then a walk through Lytham town centre and its traditional shops.