In Lusaka, the capital city, there are some places you can go:
The National Museum. Even though it's small, it's still interesting, especially the collection on witch doctoring. (I was hear during the national elections in the fall of 06 – one of the contenders said if you did not vote for him, you were the son of a witch doctor. The newspapers are FULL of ads for witch doctors who can (supposedly) do anything from find a lost love, cure infertility, see if your spouse is cheating – even cure AIDS. It's BIG STUFF here.) They also have an exhibit on the history of Zambia, mostly in writing, but a few photos and artifacts as well. Price of admission is about $2.
Kabwata Cultural Center: This place was not what I expected, but fun non-the-less. Everyone knows where this is, so you won't have any trouble getting a taxi to take you there. There are 43 huts that were part of 300 built by the government in the 30's and 40's. The goal of preserving these huts was to preserve the country's cultural heritage, and I did expect to see some displays of “life as it was”.
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However, it has become one of the key places to buy souvenirs in Lusaka. :) There are lots of folks hawking their wares. My personal preference is to buy from the women-run shops, more towards the back, but you will find no lack of things to buy and people to sell them to you.
Expect them to be somewhat aggressive – they are. You can also barter and can expect to pay between ½ and ¼ of the original asking price. You can also get better deals if you “buy in bulk”. If you are able, take a knowledgeable Zambian with you to help you with the bartering and to know what “deals” are actually good deals. One of our taxi drivers negotiated 5 large Noah's ark sets for the price of the small ones, a savings of about $5/set. Not bad. If you want Noah's ark, you will need to commission one (or several) in advance and give them a deposit. Allow about 3 days for each ark. They will custom-make them for you.
You can also find lots and lots of carved wooden animals of all sizes, soapstone carvings, tons of jewelry – bracelets, earrings and necklaces - Nativity sets, chess sets, wooden African masks, baskets, etc. Prices are cheaper here than in Livingston. Happy shopping!