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Located in Westminster, Colorado, the Butterfly Pavilion is a full on interactive insect zoo. 

From their site:

The Butterfly Pavilion combines science education with interactive fun to teach visitors about invertebrates and conservation. Our five immersive exhibits, including our rainforest filled with 1,200 free-flying tropical butterflies, provide a year-round, unforgettable experience. Visitors can get up close and personal with live animals, enjoy daily educational programs, explore the wonder of the outdoors on the nature trail, and discover the newest traveling exhibits.

Check out their site at butterflies.org and view the full set of photos in the Gallery. More will be added as I go through them, so watch the Gallery Updates list on the left.