The largest pre-Columbian city north of Mexico, Cahokia is a major archaeological site (it had a population larger than London's in the 13th century), but little known even within the US. For those with a reasonably big interest in history and archaeology, this is a very rewarding place to visit, but be sure to see the excellent museum in the visitor centre, and to join a (free) guided tour (very informative). Otherwise all those hills scattered around the area won't make much sense to you. If you climb atop the largest one, called Monk's Mound, you can even see the skyline of St. Louis and the Gateway Arch. The site can be reached by public transport as well (metro train to East St. Louis, then bus to Collinsville, then a 25-minute walk - not as bad as it sounds). I was pleasantly surprised that they really highlighted their WH status - not a matter of course in the US. There was even a WH flag next to the American one at the entrance - never seen one of those before...