If you're around the French Quarter, there is a small, free museum housed upstairs in Arnaud's restaurant on Bienville Street. (Go in the restaurant and ask the maitre di the way tot he museum). The museum contains Ms. Wells costumes from when she presided as queen over 22 Mardis Gras balls held between the late 1930s and early 1960s.
There are too many nerdy spots to show you (Over 1000!) in the current map view.
Try Zooming in to see more detail.