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For free things to do in Missouri that will keep kids and railroad buffs alike happy, go to the Railroad Historical Museum in Springfield, Missouri. Admission is free to this museum which is an actual train. The cars are a geographic and historic trip through American railroad history, with the St. Louis-San Francisco Locomotive No. 4524, the Burlington Baggage Car, the Chicago and Northwestern Commuter Car and rounding it out is the Burlington Northern Caboose. The train is teeming with artifacts, old maps, photos and everything railroad history to discover and explore. The museum itself is in Grant Beach Park which has a public pool, playground and picnic area, so when your family is done with all the free fun at the Railroad Historical Museum, they can continue the fun in the park.