Cheyenne is the state capital and largest city (2005 pop. 55,731) of Wyoming. Cheyenne was founded in 1867 by Major General Grenville Dodge, the chief engineer of the Union Pacific Railroad. In 1869, Cheyenne became the capital of the Territory of Wyoming. It became the state capital in 1890.
Cheyenne is located at the crossroads of Interstate-80 and Interstate-25 in southeastern Wyoming.
Cheyenne is 40 miles east of the Nebraska border and 8 miles north of the Colorado border. Cheyenne is 90 miles directly north of Denver. The trip takes approximately 1 ½ hours, depending on Denver traffic. Cheyenne has no traffic problems.
The closest major airport is Denver International Airport (IATA: DEN). Rental cars are available at DEN. Shamrock Airport Express has shuttles from DEN to Cheyenne with drop-offs at the Holiday Inn and the Best Western Hitching Post, via the Harmony Transfer Center in Fort Collins, Colorado.
For the adventurous, small 15-seat prop planes fly from DEN to the Cheyenne Regional Airport (IATA: CYS). The flight is not recommended for those with weak stomachs or those who hate roller coaster rides. However, if you would like both an aisle and a window seat you are in luck. Great Lakes Airlines operates the 40 minute flights (about 20 minutes of actual flying time) and code shares with Frontier and United.
Cheyenne is pretty much an automobile- and bike-friendly city. There is, however, also a public bus service. 
State Capitol Building Capitol Ave. & 24th St.(307) 777-7220 - Completed in 1888 before Wyoming was a state, the Wyoming State Capitol is a National Historic Landmark and the dominant structure on the Cheyenne skyline. The Capitol is open to the public 8am-5pm Monday – Friday.
Wyoming State Museum 2301 Central Ave. (307) 777-7022 - Features artifacts, various collections and gift shop, full of souvenirs and Wyoming books. 9am-4:30pm M-Sa.
Union Pacific Railroad Depot 121 W. 15th Street,(307) 632-3905 - Recently renovated National Historic Landmark, home to the Cheyenne Depot Museum, a visitor center, and Shadow's Pub & Grill. The plaza in front of the depot hosts concerts and other events during the summer.
Old West Museum & Store 4610 North Carey Avenue (307) 778-7290 - Located in Frontier Park on the grounds of Cheyenne Frontier Days, the historic rodeo called the “Daddy of ‘em All”®. Includes a large display of horse-drawn carriages and exhibits on the history of the CFD rodeo which was established in 1897.
Nelson Museum of the West1714 Carey Ave. (307) 635-7670 - Western museum with 11,000 square feet of exhibits, including Indian artifacts, cowboy trappings, 19th century weapons and outlaw memorabilia. Open May 1-Oct. 31. 9am-4:30pm M-F.
Historic Governors' Mansion 300 East 21st Street, (307) 777-7878 - Home to Wyoming governors from 1905 to 1976. Open 9am-5pm Tuesday – Saturday. No charge.
Big Boy Steam Engine 17th St & Morrie Ave. (Holliday Park) - This powerful coal-fired engine was designed to pull a 3600-ton train over steep grades between Cheyenne and Ogden, Utah. The 4004 is one of eight remaining Big Boys on display throughout the country.
Cheyenne Botanic Gardens 710 S. Lions Park Dr. (307) 637-6458 - Includes diverse flora and a greenhouse conservatory. The grounds are also home to Historic Locomotive 1242 and the Western Walkway, connecting the Gardens to the Old West Museum. 8:00am-4:30pm M-F, 11am-3:30pm Sa-Su. No charge.
Cheyenne Frontier Days - World's largest outdoor rodeo & Western celebration that takes place the "Last Full Week in July"™. This historic rodeo was established in 1897 and is called the “Daddy of ‘em All”®. Events include numerous rodeo events, free pancake breakfasts, night-time concerts, and parades.
Historic Trolley Tours - 121 W. 15th Street(800) 426-5009 - Narrated, 90-minute tours of historic Cheyenne. Purchase tickets in the Depot and tours leave from the Depot Plaza. $10 adults/$5 children. There is also a horse-drawn carriage tour option.
Terry Bison Ranch 51 I-25 Service Road, (307) 634-4171 - Located 7 miles south of Cheyenne off I-25, this ranch is home to more than 2,000 bison. Take a tour through the herd from the safety of a vehicle. The ranch also has “horses, longhorn steer, camels, llamas, ostriches, emu, chickens, turkeys, turkins (1/2 turkey-1/2 chicken), peacocks, donkeys, goats, and beefalo (1/2 buffalo-1/2 steer).”
Frontier Mall Conveniently located near Cheyenne Regional Airport.
Historic Plains Hotel, 1600 Central Ave, +1 307 638-3311, .
Despite also being in Wyoming, Yellowstone and Grand Teton National Parks are hundreds of miles away on the opposite side of this fairly large state. Fort Collins, Colorado is only 44 miles to the south.