Cheyenne, which was named for a native tribe in the Wyoming Territory, was founded on July 4, 1867, as a division point for the Union Pacific Railroad. By the time the tracks reached the site in November, a town had already sprung up in the area. Over 4,000 people had migrated to the area, anticipating prosperity from the arrival of the railroad. The Chicago Times wrote of Cheyenne, ""It's a city that sprang into existence in a night, in obedience to the waving of a magician's wand over a patch of wild buffalo grass. The magician was American enterprise; this wand resembled a bar of railroad iron a thousand miles long.""

Today, Cheyenne is the state capital of Wyoming and the seat of Laramie County. In honor of its ""rough and tumble"" past, the city hosts Cheyenne Frontier Days every July. This Wild West celebration has become the world's largest outdoor rodeo, featuring steer roping, wild horse races, parades, and an aerobatic show from the Air Force Thunderbirds. Cheyenne's railroad heritage is prominent as well. The Union Pacific Big Boy 4004, one of the largest steam locomotives ever built, is on display in Holliday Park. Cheyenne also features two steam locomotives still in operating condition at the Union Pacific Steam Shop.