Located in Australia's oldest park, the Anzac Memorial is surrounded by a number of other monuments and cultural institutions. Please contact them directly if you are interested in more information.
Sydney's Cenotaph is located nearby in Martin Place.
Australian Museum - http://australianmuseum.net.au/
Hyde Park Barracks - http://sydneylivingmuseums.com.au/hyde-park-barracks-museum
State Library NSW - http://www.sl.nsw.gov.au/
A little further away from the Anzac Memorial but still within walking distance is the Sydney Jewish Museum - http://sydneyjewishmuseum.com.au/