The last picture is of the City Musuem. If you are ever near St Louis with kids you have to go there. It is one of the coolest places I've ever been to.
I think I might have had more fun than my kids did. Climbing outside in rebar tubes 40 feet above the ground is a lot of fun. We didn't do the 7 story slide though - we walked up there but the line was not moving at all.
We are going back this summer (I live in New England but go home to Southern Illinois every summer for a visit).