- Atop the bluffs of the Missouri River, Lexington is a quiet, friendly town with a rich history that includes a three-day Civil War Battle, outfitting of the Santa Fe Trail, headquarters of the firm that founded the Pony Express, Graystone Park, Madonna of the Trail, Anderson House, Lexington Historical Museum, 1830's Log House Museum, Battle of Lexington State Historic Site, Lafayette Couty ...www.historiclexington.com