New York's Natural History Museum

The American Museum of Natural History in New York City is located on 79th Street at Central Park West.

You can't miss it. There's an enormous statue of Teddy Roosevelt on horseback in front of the museum's gigantic white columns.
If you're a tourist bringing kids along to see New York, I'd certainly include this museum on your itinerary. Budget perhaps three hours to explore it. Admission is $15 for adults and $8.50 for children.