Biloxi's Mardi Gras museum makes the point that Carnival on the Gulf Coast is not just a New Orleans story. The displays focus on coastal Mississippi krewes, parade royalty, costumes, photographs, and the community machinery that keeps carnival season going year after year.
It is a small museum, but the colour and local specificity make it worth a stop if you are already downtown. The costumes are the draw: elaborate, handmade, and easier to appreciate up close than from the edge of a parade route.