The Royal Lancers & Nottinghamshire Yeomanry Museum, located in Thoresby Park near Ollerton, discovered the theft when staff arrived at work on Sunday.
Among the stolen items are a distinctive parcel and gilt rosewater dish, described as the sister piece to the Wimbledon women's singles trophy, the Hurlingham Grand Military Polo trophy, statuettes of mounted soldiers, and a cavalry trumpet.
The burglary is believed to have occurred between 02:40 and 03:30 GMT on Sunday, with thieves drilling a small hole to survey the display before cutting a larger hole through the wooden floor and cabinet.
Nottinghamshire Police described the raid as "audacious" and "well organized" and urged anyone with information to come forward.