Answer:
Libby Prison originally in Richmond, VA- moved to Chicago, IL- to house the ACW collection (and other collectibles) of Charles F. Gunther to serve as an ACW Museum
The building was originally built in 1845 to serve as a warehouse. In April 1865, U.S. President Abraham Lincoln visited Richmond, Virginia and toured the city on foot. When he came across Libby Prison, a crowd of onlookers stated "We will tear it down", to which Lincoln replied, "No, leave it as a monument."
The structure was moved to Chicago in 1889 to serve as a war museum. It was dismantled in 1899, with its pieces sold as souvenirs. In 1907, nails from Libby prison were reportedly melted down and used to cast the Pokahuntas Bell for the Jamestown Exposition. The front door of Libby Prison is currently on display in the museum at The American Civil War Center, located at the former Tredegar Iron Works in Richmond.
source:
http://military.wikia.com/wiki/Libby_Prison
Candy manufacturer and collector Charles F. Gunther had amassed a fortune, and began purchasing historical artifacts to display in his factory. Many of these were artifacts from the Civil War, but there were also
more unusual items in his collection, such as shrunken heads. Gunther even claimed to own the skin of the serpent from the Garden of Eden and the mummy of Moses' foster mother, Bithiah (both assumed to be fakes). One of Gunther's most important authentic items was Abraham Lincoln's deathbed, which he purchased in 1877. Gunther's collection continued to grow, and he eventually turned his sights to the Libby Prison, a former Confederate prison in Richmond, Virginia. Gunther purchased the structure and had it dismantled and shipped to Chicago, where it was reassembled and converted into a museum to house Gunther's artifacts.
By the late 1890s, the museum was not doing very well, and a group of investors organized to find a way to re-use old Gothic prison building.An earlier Coliseum hall burned down in 1897, so the investors decided to convert the Civil War museum into a new hall for sports, political rallies, and other special events.President William McKinley dedicated the new Chicago Coliseum in August of 1900, and it soon hosted Wild West shows, political conventions, track and field and other sports events.The Coliseum remained in operation until 1982.
source:
http://www.chicagoparkdistrict.com/parks/Coliseum-Park/