Locally, we have the Kemp Auto Museum in Chesterfield MO, it's primarily Mercedes products, with some other odds and ends. Fred Kemp was a homebuilder in STL who collected cars, and as he got alzheimer's, plans were thrown together for a museum. It's a cool place, and they have wedding receptions and other events there in the evening. It's conveniently located along I-64/MO 40 in the Chesterfield Valley in St Louis County.
www.kempautomuseum.com