The Rex Allen Museum is located on Railroad Avenue in Willcox, AZ. It is located in one of Willcox's oldest commercial buldings which was constructed in the early 1890's of adobe. It operated as the Schley Saloon from 1897-1919. The front of the museum has been restored to resemble the original saloon storefront.
Across the street in Rilroad Avenue Park is a bronze sculpture of Rex Allen which was dedicated on July 4, 1991. His horse, Koko, is buried there at the park. Koko was the most beautiful horse to ever star in the movies and he co-starred with Rex in 30 films.
Rex died on December 17, 1999 at the age of 78 and his ashes were scattered in Railroad Avenue Park per his request.