The African American Military History Museum can be found in the historical USO club which was started in 1942. It became a concept of home away from home for most African American soldiers which were all stationed then in Camp Shelby. This is the sole building that remains constructed by the USO that was meant for the African American soldiers. This is still open for public use in the US. It is also included in the list of the National Registry for Historic Places. It is also considered as a landmark in Mississippi.

Four murals are featured at the museum’s main display portion. A group of African American artists made it. It also houses other memorable exhibits like the Spanish American War memorabilia items.