If you are willing to travel a bit farther afield you might consider the resort area of French Lick and West Baden. The historic buildings and hotels are worth looking at. Optionally the gaming casinos may appeal to some.
Columbus, IN is famous for its architecture. In Columbus there are at least 7 buildings designated as part of the National Historic Landmarks register. Just walking around the downtown area is interesting and make sure you check out the stained glass at the Zaharakos Ice Cream Parlor.