Just three blocks from the Pony Express Museum, this museum has eclectic exhibits in what was, in 1858, one of the finest hotels in the West. On its grounds is the Jesse James Home. At 34, James, a notorious outlaw, left his life of crime and settled here with this family. But in 1882, he was shot in cold blood—in this house—by a member of his own gang seeking a $10,000 reward.