I don't recall a book of exhibits coming alive but I do remember an
awful, low budget horror movie several years ago that had a similar
plot.  The movie was called "Waxwork" and it was about a group of
teenagers who go to their freindly neighborhood wax museum at midnight
for a special viewing of the exhibits.  Each teenager is magically
transported into the exhibits and ends up living in the horror scene that
each portrays.  After each character is killed by the subject of the
exhibits (e.g. a werewolf, Dracula), they become part of the exhibit and
future visitors remark on the incredible realness of the new wax figures!