I really really really want to go to the Mutter Museum in Philadelphia. I love medical stuff to the point that some people would find it a bit creepy.

Someone has already mentioned The City Museum in St. Louis, and I have to say it is one of my favorite places ever. Even if you don't have children, it's worth checking out. It really is indescribable. The "creator" of this amazing place passed away last year, which was a huge loss for the whole city. He's created some other cool things around the area, but nothing compares to the City Museum.

The art and history museums in St. Louis are quite nice too, and are both free (as is our zoo, and all three are located in the same park!).