This museum isn't easy to find - it's hidden away in the same building as a supermarket and has curtains over the glass entrance doors.
Its exhibits include a poisoned needle for swift suicide and secret containers designed to look like pieces of drift wood.
The guide is a serving colonel in the FSB - the successor organisation to the once-feared Soviet secret police - and he is the guide to Moscow's KGB museum.
It was opened in September 1984 on the initiative of Yuri Andropov, head of the KGB and then leader of the Soviet Union.
At the time, the collection of spy memorabilia was for insiders' eyes only.
"We never imagined that it would be open for foreigners," said Colonel Valery. Now he gives regular tours to groups of paying tourists.
Founded in 1917 as the All Russian Extraordinary Commission, the KGB became one of the largest secret intelligence organisations in the world.
It has gone through 13 name changes in its 80-year history. One of its most recent bosses, a certain Colonel Putin, is now Russia's leader.
Behind its dusty display cases, the museum houses evidence of the decades of rivalry between the Soviet spooks and their western counterparts.
One exhibit shows off a haul of captured US equipment, lifted from an agent parachuted into the Soviet Union 40 years ago.
The Americans planned these operations meticulously - their agents had Russian clothes, spoke the language like natives and were dropped in with the latest in spy gadgets.
But time after time they were unmasked by the KGB.
With a gleeful smile, Valery tells us why. The staples holding together the agents' fake Soviet passports were made of good US, non-corrosive, stainless steel.
Genuine Russian passports had staples made of metal that began to rust as soon as the passports were issued.
Another cabinet shows what the Soviet counter-intelligence recovered from US pilot Gary Powers after his surveillance plane was shot down over central Russia in 1960: a radio, a pistol with silencer and a poisoned needle meant to inflict a swift death if the enemy was closing in.
Other artefacts look like they've come straight from James Bond films - glasses with suicide poison hidden in the frames; a copy of National Geographic with coded messages hidden in the print; a radio receiver disguised as a tree trunk, planted near a Moscow airport and designed to pick up air traffic control transmissions.
Dramatic black and white photographs chronicle the KGB's arrests of US spies in the 1970s and 80s.
An arm throwing a brick out of a car window (allegedly containing a secret message for a contact) is said to be that of an American diplomat. The photo was taken by a KGB man on a stake-out in a rubbish bin.
The Americans knew their agents operating in the Soviet Union faced daily danger.
And anyone coming into contact with them - even unintentionally - would be in serious trouble.
The museum has preserved a yellowing, typed note found in a confiscated container, designed to look like a random piece of wood and found on a forest floor in 1977.
"Comrade! You have by chance stumbled upon a stranger's secret by picking up a packet meant for someone else," reads the warning.
"Keep the money and gold, but don't touch the other items so you don't learn too much and expose yourself to danger. Throw everything else into the river or another deep place and forget about everything."
Winding up his two-hour tour, Valery with pride tells the tale of his encounter with Hollywood star Robert De Niro.
The actor was in town researching a role as a KGB officer. He took a long look at the exhibits of KGB uniforms in the museum asked Valery for advice on what to wear.
Uniforms, explained the KGB veteran, were not the agency's stock in trade. He told the actor: "Robert, if you don't want to make us laugh, for God's sake don't put a uniform on."
The uniform De Niro was gazing at behind the glass case was Valery's. He'd donated it to the museum. It hadn't really come in useful in his working life.
