You might want to spend some time browsing the exhibits at Volgograd Memorial Historical Museum, Volgograd State Panoramic Museum, or Museum of the Defence of Stalingrad. Pavlov's House, Flour Mill Ruins, and Tsarisyn Fire Station Watchtower are notable landmarks to explore if you're in the area. You can watch performances at State Don Cossack Theatre, Volgograd State New Experimental Theatre, and Volgograd Regional Puppet Theatre if you're interested in local theater.