The MSU Libraries house reference sources, government documents and historical materials about the area in addition to some Jesse Stuart manuscripts, first editions and items related to the Kentuckian's career as a writer and educator. The libraries are open daily 7 a.m.-9 p.m. Also on the MSU campus is the CFSB Center, which hosts sporting events and concerts throughout the year.
One mile west of the campus on MSU's 254-acre University Farm is the Bill Cherry Agricultural Exposition Center, used for such events as rodeos, concerts, horse shows, circuses, motorcycle races and various exhibitions.
In town, Playhouse in the Park offers a variety of productions in the 1907 Freight Depot in the city park. In addition Murray is convenient to nearby Kentucky Lake and Lake Barkley Park.