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服部民族資料館
While there is, in fact, nothing relating to folklore in the folklore museum, the old Hattori family for which is warehouse is named, morphed into a medical company. So you'll find a small display of old medicines, advertisements... and sandals.
川越市蔵造り資料館
Built after the great fire, in 1893, this old wholesale Tobacco warehouse of the Koyama family, gives you a chance to look inside the warehouses, and learn about the history of Kurazukuri construction.
喜多院
This temple is notable for its main hall, part of the original the Edo Castle in downtown Tokyo, which was moved here by the Shogun to rebuild the temple after a fire. Also of note are the statues of 540 Rakan, disciples of the Buddha.
時の鐘
This bell tower (litt. "Bell of Time") is a famous landmark.
川越まつり会館
If you don't happen to be in Kawagoe during the yearly festival held in October, you can get a feel for it in this museum, which exhibits the great floats used in the procession and screens a 5 minute movie about the festival. Naturally the museum also details the history of the festival in Japanese.
大沢家住宅
Built it in 1792, this warehouse from where the Osawa family traded Miso and Soy, survived the inferno of the great fire, and today stands as the oldest storehouse in Kawagoe. The first floor contains a store while the second floor houses a small exhibition.