Farmer and rancher A. J. Warren (1870-1933) moved to this area in 1902 and helped organize Lynn County in 1903. In 1925 he built this two-story brick and concrete building to house the First National Bank, chartered that year. Competition from another bank led to the merger of the two banks and the building's abandonment in 1926. Various stores and offices later occupied the structure before the city of O'Donnell acquired it in 1973, and it became the O'Donnell Museum in 1974.