It turns out it was actually a pretty boring place -- I was the only person out on the streets walking around, and there wasn't much to do. Nonetheless, I did find some "Old West" parks and museums to visit while I was there.
As usual -- click on the small image to get a bigger and better image.
A statue commemorating Cheyenne Frontier Days -- a very large annual rodeo show in Cheyenne.
This is a train. Doesn't it look exciting?
These are a couple of shots from the Old West museum. Unfortunately, visitors are not allowed to use flash in order to protect the antiques.
This is the Wyoming capitol building. I was able to stand out in the middle of the street and take my time taking this picture, because there were no cars or anything.