The VonRoenn Windmill is a windmill that was once ("Pigeon") the home of Elsa. It was here that Jackson Lucas buried his stolen diamonds. He fell in love with Elsa and would often write to her via messenger pigeon.
In the present, the windmill is a historical landmark located in the National Area of Retired Mills (NARM). Elsa's daughter, Elsita, lives there and writes to "Jackson" (actually Lefty Lem writing under Jackson's name) in her mother's name, maintaining the contact and perpetuating the fiction.