A nuclear emulsion is a three dimensional tracking detector which is able to record minimum ionizing particles with micrometric accuracy. We are developing the nuclear emulsion for observation of cosmic rays and its analysis techniques. We have been applying nuclear emulsions to cosmic ray radiography for measuring the inner structure of nuclear power plants, volcanoes and so on. Since 2015, we have been observing cosmic rays inside the pyramids, which are the Bent Pyramid at Dahshur and Khufu’s Pyramid at Giza, in Egypt through ScanPyramids. In this project, we produced nuclear emulsions and installed them into the pyramids to measure cosmic ray muons. We observed over ten million muons passed through the pyramids and reconstructed the angular distribution of detected muons. Through the analysis, the validity of cosmic ray radiography for investigation of a pyramid was confirmed and the new space inside the Khufu’s Pyramid was discovered. In this paper, nuclear emulsions for the observation and latest results are described.