The oldest hotel still in operation west of the Mississippi, the Menger doesn’t have to pretend to be anything at all—it's the real deal. Updated, but still reflecting the past, the historic establishment has welcomed the likes of General Robert E. Lee, Sam Houston, and even Babe Ruth. Thus, each of its 316 classic rooms tells a story—sometimes via its purported ghosts. Imbibe in the antiques-bedecked bar, where President Teddy Roosevelt recruited the first US Volunteer Cavalry, the Rough Riders. In the bones of Bexar County’s 19th century jail, the hotel plays up a jail theme, with staff wearing polo shirts that say “Guard,” and “Inmate” shirts on sale for guests. The walls are decorated with historical photographs of the lock-up before it welcomed law abiding guests.