The building that houses the Durham Western Heritage Museum used to be known as Union Station. It was built by Union Pacific Railroad as a showpiece in the city of their headquarters. The station was designed by Gilbert Stanley Underwood in the classic art deco style. Underwood had free reign in designing the building, so his style is in everything.

When passenger travel stopped in 1972, Union Pacific Railroad donated the building to the City of Omaha. The Western Heritage Museum opened in 1975, and, in 1997, underwent a name change in honor of the Durhams, who were instrumental in the comeback of the building.

In 1995, badly needed building renovations began. Durham Western Heritage Museum now has a parking structure and a 22,000-square-foot addition along the Track Level. Interior systems were upgraded, and new exhibit space was developed. All of the renovation and restoration work was done by Omaha artisans and craftsman.

The museum features life-size sculptures in the Main Waiting Room, a multi-media presentation about the history of Omaha and the surrounding area, an 85-foot-long model train set and a permanent exhibit about the Union Pacific Railroad.