This history museum is located in the oldest continuously occupied building in America, dating back to the early 1600s. The Palace of the Governors chronicles Santa Fe, New Mexico and American Southwest history. Pick up an activity guide at the front desk, which has interactive games that you can do with your kids, such as finding hidden images throughout the exhibits. The vast collection includes everything from early printing-press equipment to soldier helmets from the 16th century to images painted on leather hides — the earliest known depiction of colonial life in America. Note that construction is underway on the New Mexico History Museum next door to the Palace of the Governors; it is scheduled to open in spring 2009. Free docent tours available. Cost: $8.