The Grayslake Historical Society has several large items in its extensive collection of artifacts. These include a horse drawn hearse, a kerosene wagon and a 1954 fire truck. In 1997 the Society built with private funds, a 45 ft. 8 in. by 30 ft. brick building to display these vehicles plus farm tools. The building, which is located behind the Grayslake Heritage Center, was given to the Village of Grayslake.

The Annex was renovated in 2014 with funds generated by a grant from the Illinois Department of Natural Resources. This renovation included air conditioning and museum quality lighting. Storage and display areas were added with funds from a grant from the Village of Grayslake.

The new and improved Annex was re-opened on September 14, 2014.