In St Joseph, you might be interested in visiting the house where Jesse James was killed. It's a small little house but worth seeing. It is next to the Patee House museum. The Pony Express museum is also nearby.
I haven't been to the military museum on Ft Leavenworth in many years. Then, it was an ok museum. It has a very large collection of horse drawn vehicles including General Custer's sleigh. If you choose to go on base; be sure to go by the old military prison as well as the old Santa Fe trail landing. The museum staff can give you directions. You can also drive by the federal prison just west of the main gate. Leavenworth has a decent shopping district downtown too.
There is the WW1 museum in Kansas City that is a world class museum. There is also the Steamboat Arabia museum on the north side of downtown. Both are a "must see" in my opinion.
Jesse James house WW1 Museum Steamboat Arabia