The Missouri Sports HOF is cool as hell. I used to work right by there and would stroll in every now and then during the afternoon to beat the heat.
They have really interesting stuff about every Missouri pro or college team...big or small and really extensive high school stuff. The first time I went I was kind of shocked I was actually in it. They had a picture of my high school football state title team. There is a really cool setup where they feature all the different Missouri announcers from different sports and eras with some of their calls for you to listen to.