No trip to Vicksburg would be complete without a visit to one or more of our Civil War-related attractions. From the Old Depot Museum’s historical exhibits on the Siege of Vicksburg to the Biedenharn Coca-Cola Museum’s displays on the beloved soft drink, there’s a museum for everyone in Vicksburg, Mississippi. Now, tourists and history buffs can explore museums that dive into the history of our great city. During the American Civil War, Vicksburg saw its fair share of military action.