Red River Museum
Located in Clay City, KY, the Red River Museum is a veritable treasure trove of antiquated items related to the Powell County area. Curated by a knowledgable fellow who was very cheerful and friendly the day we were there, even though he apparently had very recently lost his left hand in some sort of accident.
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.