The Italian Renaissance came to Terre Haute late in the nineteenth century in the form a statue of Mercury mounted on top of the McKeen Bank building at the corner of Sixth and Wabash. After sitting on the bank for more than eighty years, Mercury was moved to the Vigo County Historical Society Museum in the late 1950s. Today it graces the third floor of the new museum.

The statue was purchased in Italy by Charles Eppinghousen, the architect who designed the bank for McKeen and is a copy of a famous work by the sixteenth-century artist, Giambologna, sometimes called Il Mercurio Volante (Flying Mercury).