St. Joseph's Cathedral is a Catholic Church close to COSI. Masses were first said in this church in 1872, and it is the only building in the area that is older than Memorial Hall. When Memorial Hall opened, this cathedral was also the closest building to it from the west.
Picture was taken from St. Joseph's website at http://www.saintjosephcathedral.org/. To see more pictures both inside and outside, head there.