Photo from lds.org
Carthage Jail is where Joseph Smith and his brother Hyrum were martyred on June 27, 1844.
Joseph and Hyrum arrived at Carthage a few days earlier, on June 24, after the governor of Illinois promised them protection if they would turn themselves in and go to Carthage for trial. Even so, the Prophet famously stated that he was "going like a lamb to the slaughter."
A day after their arrival, Joseph and Hyrum were released on bail, only to be charged with treason. John Taylor and Dr. Willard Richards were not under arrest, but they chose to stay with the Prophet and his brother in the jail.
On June 27th, an armed mob stormed Carthage Jail. The four men tried to hold the door closed, but to no avail--Hyrum was quickly shot and killed.
In desperation, Joseph attempted to jump out a second-story window just as the mob forced their way into the room. The Prophet was shot four times--twice in the back and twice in the chest as he fell from the window. Despite also being shot four times, John Taylor survived. Dr. Willard Richards miraculously escaped without injury.
Photo from mormonwiki.com
Carthage Jail was later converted into a house and was privately owned until the Church purchased it in 1903 and then restored it in 1938. The restored site, which includes a bronze statue of Joseph and Hyrum Smith, was dedicated in 1989.