The New York State Historical Association was founded in 1899 by New Yorkers who were interested in promoting greater knowledge of the early history of the state. They hoped to encourage original research, to educate general audiences by means of lectures and publications, to mark places of historic interest with tablets or signs, and to start a library and museum to hold manuscripts, paintings and objects associated with the history of the state.

In 1939 Stephen Carlton Clark offered the Association a new home in the village of Cooperstown. Clark, an avid collector, took an active interest in expanding the holdings of the Association and in 1944 donated Fenimore House, one of his family's properties, to be used as a new headquarters and museum. The impressive neo-Georgian structure was built in the 1930s on the site of James Fenimore Cooper's early 19th century farmhouse on the shore of Otsego Lake, Cooper's Glimmerglass.

Fenimore House was large enough to have both extensive exhibition galleries as well as office and library space. The collections and programs continued to expand and a separate library building was constructed in 1968. In 1995 a new 18,000 square foot wing was added to Fenimore House to house the Eugene and Clare Thaw Collection which is one of the nation's premier collections of American Indian Art. In 1999 in recognition of our world class collections we changed the name Fenimore House Museum to Fenimore Art Museum.

The New York State Historical Association is a private, non-governmental educational organization. It is closely affiliated with its sister organization, The Farmers' Museum.