It all started when Lindbergh convinced the Googenheims to finance Robert Goddard's rocket experiments, Goddard moved to Roswell where he built and flew his liquid fueled rockets!
There is a Goddard wing of the Roswell Museum that includes a planetarium:
http://www.nmculture.org/cgi-bin/instview.cgi?_recordnum=ROSW
and Goddard exhibits at the NM Museum of Space History:
http://www.spacefame.org/content.php?id=16