Pier 24 - San Francisco
Although it's been here for a while, I only recently heard about Pier 24 in San Francisco. It's an amazing photography gallery right underneath the Bay Bridge. Currently they have work from Edward Weston, Richard Misrach, Man Ray, William Eggleston and many others. It's free to get in but you must make an appointment. I highly recommend stopping by if you're in town.
From their website:
Pier 24 is a contemporary photography space housing the permanent collection of The Pilara Foundation. In addition to hosting rotating exhibitions, the warehouse is focused on addressing and adapting to the constantly evolving concerns of the photographic community. Born out of the desire to reinvent the ways in which photography and photographic ideas are presented, Pier 24 is a distinctive environment where art has the freedom to be seen and thought about differently. Work is not only exhibited but serves as a catalyst to advance the creation, scholarship and understanding of the medium.