Identify individuals from your last job, either peers or former colleagues or supervisors, who can serve as references and articulate the positive impact you had on the museum. New managers frequently let subordinate managers go when they take over so that's not an unusual situation. Assuming you were not let go for some negative reason, the management turnover and subsequent decision to look for a new Director of Security can be satisfactorily explained. Don't try to deny what happened, just explain the turn of events, while stressing that you were not terminated for cause. You have a lot of experience in the NY cultural and museum communities so let decision makers in these organizations know you are on the market and ready for a new challenge. You may also want to tell them it does not have to be the top job because you are willing to take a supporting role to get back into the security arena.