The Museum of Idaho is the city's best indoor sight, mixing regional history and science with large traveling exhibitions. Its permanent material covers eastern Idaho's geology, Indigenous history, frontier settlement, and the region's odd place in the story of American nuclear research.
It is a good counterweight to the river walk. If you are using Idaho Falls as a base for Yellowstone, the Tetons, or Craters of the Moon, the museum helps explain the country you are driving through rather than just giving you a dry afternoon option.