Screenwriter/photographer Bill Witliff founded this repository of literary and photographic archives on the campus of Texas State University. Check out their excellent (and free!) photography exhibits. Their 6600 sq ft of gallery space is room enough for several exhibitions, which always includes the Lonesome Dove Collection.
The Witliff Collection is located on the 7th floor of the Alkek Library. (Look online for directions on how to get there.)