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From 1941 to 1944 there was a German concentration camp (Stalag 351) on the northern outskirts, which, after the liberation of Estonia, became a camp for German war prisoners. In the late 1940s the Soviet NKVD began using it for punishment purposes. A sad place, located, as it often happens in the Baltic states, in the middle of the purest pine forest. There is a laconic Soviet memorial with the figure of a weeping woman and the inscription "People, be vigilant!" (in Estonian and Russian). And 100 m further, a beautiful German cemetery.
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Museum of Patriotic Education / Valga Militaarteemapark-Muuseum / Valga Isamaalise Kasvatuse Püsiekspositsioon SA
They offer a museum, live-action, but also a guest house and regular restaurant. Check out the website (not in English), in case you are up for such things.
The military museum has two foundations—military and patriotism. The military is represented by a collection of weapons and uniforms, and the patriotism by the work of Estonian fire-fighters and the police on the example of the "Bronze Night" events in Tallinn. Somewhere between these two extremes is an extensive exhibition dedicated to the Estonian army of the times of the first republic and especially to the war for independence. There is a lot of information on outfits, insignia, biographies of heroes—immortalized in the names of Estonian streets—and numerous photographs. The texts are only in Estonian, so history lovers will have to pre-book an excursion in Russian, English or German (€9.60). However, it is even interesting without an excursion, at least from ethnographic considerations, since the museum is created on pure enthusiasm, which is the curious thing about it already. Also there are monuments of modern history: a wooden cannon, created by Estonian volunteers in 1989 due to lack of a normal weapons (looks like a 17th-century object); a hut, which was used by Estonian border guards in the early years of independence; a T-34 tank installed in Soviet times in the bloom of Valga and exploded in 1990 by Estonian nationalists. The hut and the tank are part of the outdoor exposition, which can be partially seen from behind the fence, without going to the museum. Finally, have a look in the museum/souvenir store, where helmets, jars and other war items are sold.
Pühavaimu kirik
A beautiful neo-Gothic church from 1907, built of large stones with layers of brick. This technique was common to the entire Baltic region, but generally not for churches. It was built by the local Catholics, including Poles and Lithuanians that worked on the railway. Rumour has it that the church does not have a bell tower due to a ban of the tsarist government back then.
Õigeusu kirik / Issidori Peakirik
Equally beautiful as St. John's Church, featuring towers of a similar shape as the Saint Basil's Cathedral at the Red Square in Moscow. It was built between 1897-98. From an architectural point of view, it is decidedly uninteresting, although the interior is pretty and quite spacious. The church has two altars consecrated in honour of the Mother of God and Isidore of Yuryevsky, a priest from St. George's (Tartu), who was killed for refusing to convert to Catholicism.
A green locomotive with a tender. On the latter there's a painted text stating the Valga-Tartu railway celebrated its 110 year anniversary in 1997.
Rent a long board and explore the town, both sides of it.
An ordinary local history museum, starting with archaeology and ending with the proclamation of independence. The exhibition of Valga's life at the beginning of the 20th century is interesting—Valga is proud of the fact that here was the first mayor of a city which was Estonian, and not German. In addition, there is an exhibition devoted to the railway.