Colorado Railroad Museum is an excellent collection of equipment mainly geared towards the mountain roads, with lots of narrow gauge.
It is kind of geared towards railroad buffs, in that it is pretty limited in terms of exhibits and explanation- there isn't a lot of explanation as to why the equipment is notable, where it was used, etc.
Basically, it is a big yard full of engines, Galloping Geese, and rolling stock, ranging from perfectly restored to absolutely rotted away. But, you either are a railbuff and know exactly what you are looking at (and feel like you are walking on hallowed ground), or just like to look without caring about the history of what you are looking at.
If you know a little bit about Colorado railroads, don't expect to learn much more by visiting the museum. Its not really the kind of place that explains much to you.
And I will second the Coors tour. Protip: If you aren't terribly interested in taking the tour, just show up and ask for the "short tour" which consists of the tasting room and three free beers for each drinker. I don't know how bars in Golden stay in business.