Also known as Montana's Museum, the Montana Historical Society Museum is a Wild West history buff's dream. You'll find this museum near Montana's state capital, Helena. Their collection includes a wealth of archaeological and ethnological artifacts that help tell the story of Montana's original inhabitants. You'll also find fine art depicting scenes from the state and plenty of items of historical significance from the area's first colonists. Those interested in Native American and state history should make a point of visiting Montana's Museum.