The History Museum at the Castle is in Appleton. It is not a children's museum, but they do welcome children, and it looks like they try to have some family friendly, hands-on exhibits. I am not sure how frequently their exhibits change, but at the moment, the ones I think my kiddos would most enjoy are the Houdini and toy areas.
History Museum at the Castle
330 East College Avenue ~ Appleton, WI ~ (920) 735-9370
Admission: $7.50/adult, $3.50/child, under 5 free OR $20/family