The Anadarko Heritage Museum is a wonderful small-town museum featuring historic information on Native American, European and African descendants who settled in the Caddo County area. These pioneers of Caddo County created a diverse community of rich heritage that defines southwest Oklahoma. In the developing community, the city of Anadarko in Caddo County was, and currently is, a hub for United States Government Agencies and Native American Tribal Governments, which defined early Caddo County pioneer history.

Housed in Anadarko's old Rock Island Depot, the Anadarko Heritage Museum was founded in the 1930s by the women of the Anadarko Philomathic Club. The club wanted to exhibit old and valuable articles pertaining to Anadarko and Caddo County history. The museum began with a single display case in the city library, located on the third floor of city hall at First and Main, and expanded with the acquisition of the Rock Island Depot in the 1970s. 

Formally known as the Anadarko Philomathic Museum, which opened August 6, 1936, the museum features early-day antiques donated by local families. Featured items include railroad memorabilia, Native American artifacts, United States WWI and WWII military memorabilia and a historic photo archive. Recreations of an old-fashioned country store and a pioneer doctor's office are also located within the museum.