Though not very well known, the African collection at the Penn Museum is one of the largest collections in the US. This collection includes approximately 15,000 ethnographic and 5,000 archaeological objects and most of the collection was obtained between 1891 and 1937. A large part was purchased in 1912 from pioneer African art dealers like William O. Oldman from London and J.F.G. Umlauff from Hamburg. About 3000 objects were collected in the Belgian Congo by the German ethnographer Leo Frobenius on his expedition to the Kasai district in 1906. A smaller group of 89 objects was collected by Emil Torday in the same region.
Additionally, the Penn Museum also has one of the most extensive Sherbo Island collections in the world. Collected by H. U. Hall during a University Museum sponsored expedition (1936-37), these 700 objects related to the Poro Secret Society and the Sande secret Society from Sherbro Island are meticulously documented. Lastly, in 2003, the museum acquired a gift of 1500 artifacts from the Philadelphia Commercial Museum (also known as the Philadelphia Civic Center Museum). Many of the objects in that collection were exhibited at the Paris Exposition Universelle Paris 1900 and the French Colonial Exposition of 1889.
You can browse the collection here. It’s well worth a visit; you’ll be amazed by what they have. The 1912 provenance is of course very interesting. Note that you have to be creative with your search queries; Songye is listed as Basonge and the Hungana ivories I found by searching on Bambala. Tip: search on “Umlauff” or “Oldman”. Unfortunately Frobenius himself is never listed as a provenance in this online inventory.
UPDATE: I forgot to mention that Yaëlle Biro recently wrote an excellent article on the institution’s rich holdings and collecting history in Tribal Art Magazine (Summer 2013, no 68, pp. 100-117); more info here.