The Heineken Experience is located in the original Heineken Brewery. Gerrard Adriaan Heineken bought this building back in 1863, when it was the 'De Hooiberg' brewery. He turned it towards production of the beer that bears his name, and in fact it was a brewery until 1988. It was then that it became a museum (and hotspot for Heineken consumption).
Since 2001 it's been the Heineken Experience. And after a year-long update and redesign in 2008, it's more Heineken-y and Experience-y than ever before.