Cheyenne, Wyoming. Cheyenne is Wyoming's capital, a historic "Magic City of the Plains," known for its "Wild West" roots as a Union Pacific Railroad town, a major cattle hub, and the home of the famous Cheyenne Frontier Days rodeo. It blends its rich Old West heritage with modern government, healthcare, and tourism, boasting landmarks like the State Capitol and Botanic Gardens, while serving as a gateway to outdoor recreation. Please note all videos on this page were taken by us on our road trip