Mexico City - advance tickets

The Frida Kahlo museum is the only place I had advanced tickets.

You don't need them in advance at the Anthropology Museum, however both days we visited the line for tickets was about 15 minutes long, so you may want to buy online.

I'm excited for your trip. In my opinion Mexico City deserves to be right up there with New York, London, Paris and Rome as the world's greatest cities to visit.

the line for tickets was about 15 minutes long,

Inside on the left against the wall there are ticket kiosks without a line. The line is for human ticket sellers. You have to barge your way in past the queue spilling out the front doors to access the kiosks.

Frida Kahlo buy weeks in advance. Tickets are not sold onsite.

The Dolores Olmedo Museum (Museo Dolores Olmedo) which contains the largest collection of Freda Kahlo paintings was recently re-opened. Although Casa Azul, (the Freda Kahlo Museum) is certainly an interesting attraction (and highly recommended) it offers an opportunity to experience Kahlo's life but the collection of her paintings, there, is limited and not examples of her best work. Olmedo was a patron of both Kahlo and Rivera and if you are a Kahlo fan, I would suggest advance ticket purchases.
https://museodoloresolmedo.org.mx/en/

Note that the Freda Kahlo Museum in her home is in Coyocan which is a wonderful town to spend at least a few hours.

We didn't go to the Frida Kahlo Museum when we visited last month, but you do need to book that ahead. We had no issued getting walk in tickets at the anthropology museum (which is fantastic, a must-see). Go early- it was much busier when we left (mid afternoon, I think).