Mardi Gras Museum — Biloxi L&N Depot

The 1929 mission-style L&N Train Depot on Main Street holds the museum where Mississippi's oldest Mardi Gras story begins. In what is now Ocean Springs in 1699, Iberville's men held a feast on the eve of Lent — the first American Mardi Gras celebration. By 1720, when Biloxi became the capital of Louisiana, Mardi Gras and other customs were celebrated with more fanfare. Over a dozen elaborate costumes covered in feathers and sequins fill the depot's rooms — proof that the Gulf Coast still takes Carnival seriously. The museum also houses Mississippi blues artist exhibits and a folk art gallery, which means you might walk in for beads and leave thinking about Robert Johnson. It doubles as the Coastal Mississippi Visitor Center, so maps and brochures are stacked near the door. Admission is free, which matters when you're trying to understand why twelve coastal communities still throw parades, balls, and events across the region each Carnival season. The costumes answer part of the question. The rest you'll have to see for yourself.