Built in the 1930's, the museum was originally a WPA project for Company A, 115th Cavalry, Wyoming National Guard, the museum was named for Anna C. ( McMoran) Miller, the daughter of a pioneer family, and widow of Sheriff Billy Miller who was killed in what is known as the last Indian battle in this area.
It has an exhibit on the ghost town of Cambria, which was once called the “Model Camp of the World”. It served as a camp for coal miners in the area and no saloons were allowed in the town. The museum also has five rooms refurbished with antiques from the 1930s, as well as an exhibit of fossils. Also on site are the Green Mountain Schoolhouse, and the Jenney Stockade Cabin, the oldest remaining building from the Black Hills gold rush.
Also on display are fossils, including the skull cap of Pachysephalosaurus, sections of Tyrannosaurus Rex and Triceratops.