From its founding, the American Museum of Natural History was a prime mover in the field of racial science. It was a meeting center for leaders in the Eugenics movement, and promoted ideologies of racial inequality.
One piece of this ideology was that Africans were missing links between ape and man, and a piece of that story--going back to the eighteenth century--was that gorillas were in the habit of running off with human women. Due to location most of these women were Africans, but when access to a white woman was possible, this was the gorilla's abductee of choice. Long before King Kong hit the silver screen, the ape's love of blonde Caucasian females was a given truth within the field of Natural History.
The statue above, sculpted by Emmanuel Frémiet, was part of a bronze group that stood at the entry way of the American Museum of Natural History's Hall of Man, a tribute to evolutionary theory that reinforced the idea that atavism was rampant among the "lower races" of man.
By presenting the "gorilla and the girl" myth as fact, and maintaining that apes and Africans were close in the evolutionary chain, statues like this reinforced laws against miscegenation, designed to protect white female purity against the animalistic impulses that threatened it. Such images also provided an artistic justification for the murderous practices of lynching.