Some wild things have happened in Arizona—Old West gunfights, copper rushes, gubernatorial impeachments—and the state’s version of the National Archives has been there to document it from the beginning. The first territorial legislature created the Arizona Historical Society in 1864, and, since then, the institution has been chronicling the state’s history as it happened.
Today, four museums across Arizona preserve some three million artifacts, with the facility at Papago Park  (1300 N. College Ave., 480/929-0292, www.arizonahistoricalsociety.org , 10 a.m.–4 p.m. Tues.–Sat., noon–4 p.m. Sun., $5 adults, $4 children 12–18) specializing in the Phoenix  area and the 20th century. A particularly interesting exhibition documents how the state came of age during World War II with the bombing of the USS Arizona at Pearl Harbor.
In fact, you can learn how Camp Papago Park, not too far from the museum, experienced the largest mass escape of POWs in the United States. Admission to the museum is free on the first Saturday of each month.