There is a small museum in Wilmington, as well as a yard full of Alcos. The museum is rather easy to find, the Alco graveyard is not.
If you're coming from up north, you will probably go by Wilson, NC. If so, stop by the Antique Barn; one of the best hobby shops I know of. Fayetville also has a pretty good one, but it would be out of your way.