Housed in a Works Project Administration structure built to serve as city hall, the City Museum provides a "snapshot" of life in the 1880s. A remarkable collection of household items, costumes, arms, ranching gear, tools and furniture has been donated by a variety of community members over the years.

In 1898, when Teddy Roosevelt put out a call for troops to help liberate Cuba, then-New Mexico Territorial Governor Miguel Otero offered to send a rifle brigade from New Mexico. The War Department formed the First Regiment of the United States Volunteer Cavalry made of cowboy volunteers from across the West. The largest contingent from one state or territory came from New Mexico, and Las Vegas hosted the group's first reunion in 1899. Many reunions later, the Rough Riders established a collection of mementos including historic photos, flags and original uniforms. Museum admission is free and hours are 9-noon and 1-4 p.m., Monday through Friday year-round and 10 a.m.-3p.m., Saturdays from May to October.