I would recommend checking out the Columbia Gorge Discovery Center/Wasco County History Museum in The Dalles, along with the Fort Dalles museum.
You may also be interested in WAAAM (WAAAM: Western Antique Aeroplane and Automobile Museum) in Hood River. Definitely some interesting photographs of the vintage vehicles could be had there.
While not indoors, I would suggest checking out the Mosier Twin Tunnels trail. There are some great vantage points of the Gorge from here, and the tunnels do offer shelter from the rain. Keep an eye out for the historic graffiti left inside by snowbound travelers back when this was the highway.