Housed in a building adjacent to the former Southern Pacific Railroad Depot, built in 1941, this little museum is worth a visit if only to wander around the depot grounds. The museum’s exhibits focus on the history of the railroad in southern Arizona; on the grounds are an old steam engine and a statue of Doc Holliday and Wyatt Earp, who shot a man to death nearby, just a few months after the famed gunfight at the O.K. Corral in Tombstone. The museum is right next door to the current Amtrak station.