The Agate museum in Grand Marais MI is pretty cool but the one to visit is the Shipwreck museum at Whitefish point.
http://www.shipwreckmuseum.com/whitefish-point-4/
People with obsessions like this fascinate me, too.
A French postman did something similar:
http://en.wikipedia.org/wiki/Ferdinand_Cheval
-JT
Ditto on Coral Castle being fascinating - visited there in ‘85 - want to go back someday...