There's the Buffalo Bill Center of the West in Cody, Wyoming that has the "most comprehensive collection of American firearms in the world' - over 7,000 guns and other gun-related items. The Spousal Equivalent had to be dragged kicking and screaming from the place when they closed - lol.
And if that's not enough Buffalo Bill Cody for you, in North Platte, Nebraska, you have the Buffalo Bill Ranch Historical Park, which was his estate. Also in North Platte, there is the Golden Spike Tower and the Bailey Yards, which if you are a railroad enthusiast, is a must-see. The Lincoln County Historical Museum in North Platte features pictures and info about all the troop trains that stopped there at all hours of the day, like farmchild mentioned. My father used to talk about what a treat it was when he was on a troop train headed out to California to pull in at 2 a.m. in North Platte and a party was waiting for them. Food, hot coffee and pretty girls to dance with. Then it was back on the train a couple of hours later. The SE's father stopped there, too. We spent an hour going through the picture albums looking for them. I bless the people of that town for going far and beyond to make our boys' trips more comfortable.
Go out west and you'll frequently stumble on small "barbed wire" museums in the backs of stores. I had no idea there were so many varieties of barbed wire. Who knew?