Yes, I know Loughborough probably doesn't come into the top 10 UK holiday destinations... but if you are in the area, and have children who might be at all interested in steam engines (or diesels, come to that) the Great Central Railway is fab.
Lots of engines and trains, obviously, plus an outdoor model railway at Rothley (sp?) station that kept ds entranced for ages while dh and I sat down with cups of coffee.
They've done up each different station in a separate era - so Quorn is 1940s with lots of WW2 posters, a NAAFI canteen etc. etc. and Rothley is 1910 (spotted an extraordinary vintage ad for formula milk in the ladies - so striking I started a thread in breast/bottle feeding).