Right this way...
In order to get to the thing you have to walk through a series of passageways with different exhibits.
One of the first displays is about ancient torture devices:
This is someone being tortured:
To the next room...
The next room is filled with "strange artifacts" like this gun:
Like this guy:
A one-armed bear?
AND ONE LAST WALKWAY UNTIL THE THING
HERE IT IS:
You'll have to go to Dragoon, Arizona to find out for yourself