The Van de Graaff generator at Boston Museum of Science
The Museum of Science in Boston has some great exhibits from the many scientists and engineers who have been active in the area for so long. The original Van de Graaff generator of Robert J. Van de Graaff is one such, and at regular intervals there is some educational entertainment (including bright lights and loud noises!) demonstrating this, along with various tesla coils and other electrical phenomena.
A great show, highly recommended - as is the whole of the museum.