I know of one that "doesn't explain" the exhibits (except through an app/website where you match things hanging on walls with diagrams) – the Isabella Gardner museum in Boston; this is specifically due to the wishes of Isabella Gardner herself, who was opposed to plaques.
There is one room that breaks this rule – I'm guessing it got damaged and then at that point they didn't have to follow her will.
Still worth a visit for the garden, the Titian, lots besides.