Free Admission Thursday from 12am to 4pm at National Veterans Art Museum - see INFO below. The museums first permeant home was located at 1801 South Indiana Avenue in Chicagos historic Prairie Avenue District and opened its doors in 1996. After the positive public reception of the first exhibition, this previously abandoned factory warehouse was donated to the museum by the City of Chicago under the administration of Mayor Richard M. Daley, along with a grant to begin rehabilitation of the deteriorated structure. More Info below.