Jackson's War Memorial Building is a sober downtown landmark dedicated to Mississippians who served in war. Its value for travelers is partly architectural and partly civic: it belongs to the cluster of government and memorial buildings that explain the formal side of the state capital.
It is a short stop rather than a destination in itself, but it works well while walking between the Capitol, Governor's Mansion, and central museums. Look for the restrained details and the way the building frames remembrance as part of Jackson's public landscape.