It's a small museum, housed in a historic train depot, but the Las Cruces Railroad Museum is an interesting and informative glimpse into the history of the Atchison Topeka and Santa Fe Railway's lengthy run through the region. The exhibits include photographs, model trains, and artifacts such as china and silverware from a dining car. There's also a train caboose you can tour. On the second Saturday of each month, the museum hosts Family Game Day, featuring games that were popular a century ago. And each May, there is a 3-day festival called Railroad Days.
If you go:
Open Tuesday through Friday 10 a.m. to 4:30 p.m. and Saturday 9 a.m. to 4:30 p.m. Closed on federal holidays.
Links:

351 North Mesilla Street
Las Cruces, New Mexico 88005 USA
Mailing address:
P.O. Box 20000 NM
Las Cruces, NM 88004 USA
Phone Numbers:
Las Cruces Railroad Museum
+1 (575) 528-3444
+1 (575) 528-3444
City Of Las Cruces
+1 (575) 541-2000
+1 (575) 541-2000