Yes, I have been here for a week during the Cheyenne Frontier Days but have just started processing the videos. The town is chock full of history and I barely scratched the surface during my first visit.
The Union Pacific Railroad is a huge part of Cheyenne's history and there are two of the "Big Boy" steam locomotives in town, one actually travels and the other is on display in a city park for all to enjoy.
Big Boy Steam Locomotives
Cheyenne, Wyoming is the home of the Cheyenne Gunslingers. See gunfights, western skits, and other Wild West activities in Gunslinger Square, 15th & Pioneer, in downtown Cheyenne. All of the shows are family-oriented, and you'll have a lot of excitement and laughs. Every performance begins with a safety demonstration. The gunslingers perform from June through July with two daily performances during the Cheyenne Frontier Days.
The gunslingers also perform melodrama skits that can vary from show to show.
One of the Gunslingers picked out a couple of tourists from the audience for special treatment of Old West hospitality at the end of the show.