Located in Clay City, KY, the Red River Museum is a veritable treasure trove of odd antiquated items related to the Powell County area.
Two floors of amazing junk and antiques, plus outbuildings and a yard full of more stuff. Railroad memorabilia, rustic antiques, taxidermified animals (including a disturbing pair of prematurely born baby deer) , old photos and paper ephemera from the Gorge's history. The building itself is the former Clay City National Bank building, built in 1875.
Best of all, it's free.