The Audrain County Historical Society is located within the 11-acre Robert S. Green Park in central Mexico, Missouri. There, visitors will find the ante-bellum Graceland Museum (1857), (listed on the National Registry of Historical Places), the American Saddlebred Horse Museum (established 1970), Country School, and the Country Church.

Graceland was built by John P. Clark, a native Virginian, as a reminder of the more genteel society he once knew "back home." The mansion was host to Col. Ulysses S. Grant during the early days of the Civil War. Nine of its rooms house displays that permit visitors to experience the Victorian elegance of the past as well as the rich history of Audrain County.

The American Saddlebred Horse Museum, the oldest in the nation, was established to complement Graceland, while commemorating Mexico's longtime renown as the Saddle Horse Capital of the World. There is an extensive collection of saddlehorse memorabilia, featuring Tom Bass, famous black horseman; local trainer Arthur Simmons, George Ford Morris, and Will Shriver. The champion showhorse Rex McDonald is buried on the grounds. Read about Rex and the American Saddlebred Horse Museum Curator, Jan Nesheim, in this article written by Jane Simmons.

The Country School, constructed in 1903 as the Botts School, is furnished with a slate backboard, desks, schoolbooks, photos, and an extensive collection of rural school histories and records. The atmosphere immediately transports visitors to another era.

Originally Prairie View Christian Church, erected in 1889, the Country Church was moved to the Society grounds in 1998. A unique feature is the original theater-style seating. The Country Church is available for weddings, family and community events.