Blessed Miguel Pro was a Jesuit priest and martyr of the Cristero War. He was executed by firing squad by the anti-Catholic government, his arms outstreched in the form of a cross, shouting "Viva Cristo Rey!" (Long live Christ the King).
This church, aside from being incredibly beautiful, is where Bl. Miguel Pro's remains are kept, to the right of the main altar. His funeral procession passed in front of this church, though we are not sure if he had a funeral here.
This museum contains many of Bl. Miguel Pro's personal belongings, including cassocks, vestments, the suit he was shot in, and the cot where he slept the night before his martyrdom. The location of Fr. Pro's arrest appears to be unknown, but the location of his martyrdom is known.
At this site, where an outdoor short stairway stands on the lottery building, is the site where Bl. Miguel Pro was martyred by firing squad. These buildings were all built since that time.