If southern Arizona is on your itinerary there are several places of interest in and around Tucson.
On the railroad side, there is the Gadsden Pacific Toy Train Museum, with layouts in every gauge from N to G, plus a 7-1/2" gauge outdoor railroad and a WWII-era Rio Grande steel caboose. Open the second and fourth Sundays of each month, plus additional days in Christmas season. Gadsden Pacific Museum
There is a small transportation museum in downtown Tucson next to the railroad station. The highlight is a nicely restored SP 2-6-0 Mogul in a shaded enclosure near the tracks.
Tucson has one of the better aviation museums in the country. The Pima Air and Space Museum has a large assortment of Cold War jets, a hangar devoted entirely to a WWII B-17 exhibit, an SR-71 Blackbird, a former Air Force One, and much more. Pima Air and Space Museum
For nature and wildlife, there are the East and West parts of Saguaro National Park, home of the majestic saguaro cactus. Near Saguaro National Park West is the Sonora-Arizona Desert Museum, an exhibition of the animals and plants of the Sonora Desert. The highlight, in season, is a daily demonstration of free-flying raptors and other desert birds. Desert Museum
Those are the highlights, there's lots of other good stuff in southern Arizona. Good train watching on the UP mainline (former Southern Pacific) through downtown Tucson. Great Mexican food. Check it out.