Check out
http://www.machinegunshoot.com.
Fort Knox is maybe 15 miles south of the range. I highly recommend the Armor Museum.
If you have a chance to rent a USAS-12, do so. A full-auto 12 gauge is quite an experience!
Take GOOD hearing protection. The main firing line has around 20-30 automatic weapons going at once. The noise is indescribable!
ONLY IN AMERICA!