Saint Louis may not be on your doorstep, but you can get a decent look at the Saint Louis Chess Campus exhibition Battle on the Board: Chess during World War II (on show until January 17 2016) on-line here.
The comprehensive curator's note and overview, with an introduction by IM John Donaldson, is linked above. This how they describe the exhibition: "it includes prisoner of war chess sets from the collections of the National Museum of the Marine Corps and National Museum of the United States Air Force, archival material from the John G. White Chess Collection at the Cleveland Public Library, and highlights from the collection of the World Chess Hall of Fame."
But the exhibition is not just about chess sets. It is also about the role of the game in maintaining the morale of American WW2 combatants (and others) on the battlefield, in R&R, and in POW camps. It is a nice complement to our own series War Game (accessible via our History Index).
They are also showing another exhibition of Marcel Dzama's chess themed art: until 18 October 2015 (we checked out a show of Dzama's chess art in London in 2013). There are fulsome notes about Dzama and his exhibition on the Chess Campus website.
If you should come to this post after the close of the exhibitions you should find the notes in their exhibition archive.