Your member profile suggests your kiddos are between 5 and 9 years old, but I suspect perhaps that's rather outdated info.
The St Louis City Museum is, in my opinion, a fabulous unique place for children and the young at heart. They call it a museum, but it's as much an enormous jungle gym and playground and general place to explore as it is a museum. (Located, unsurprisingly, in St Louis, MO.)
The Henry Ford Museum/Greenfield Village is superb and extensive.
"Must see" really depends on what kinds of sorts you're interested in.