The Jesse James Wax Museum is a fun way to spend your day in a museum, especially if you need to stretch your legs after such a long drive. This museum is full of wax figures that represent different times in Jesse James life. There are tons of artifacts that he used himself, including old guns and other weapons. On top of that, you can see all the rumors that surround Jesse James himself, like how some say he did not die when everyone thinks, but instead he continued living under a fake name. You will also get to see the only live footage left of Jesse James himself. You can find the museum located right next to the Meramec Caverns.