Cheyenne, on the southern border of Wyoming, is the state’s capital and a true western-style town. Each year Cheyenne Frontier Days takes place, billed as the world’s largest rodeo and western celebration, this year from July 19-28. Professional bull riding, steer wrestling, roping, carnival, art show, and top entertainment including Keith Urban, Lady Antebellum, Rascal Flatts, and others are just a few of the attractions. There’s a Native American village with handicrafts, traditional dancing, storytelling, and music. Cheyenne is also a place for what they call “trainiacs,” fans of railroads and their history. This year marks 150 years since the completion of the Transcontinental Railroad in Cheyenne, and the Cheyenne Depot Museum tells stories of the construction of the railroad in a building donated by the Union Pacific. The world’s largest steam locomotive, one of only eight remaining Big Boys, can be seen in Cheyenne’s Holliday Park. Even the Cheyenne Botanic Gardens has a historic locomotive on display. The Historic Governor’s Mansion in Cheyenne was home to the nation’s first female governor, Nellie Tayloe Ross, who served from 1925-1927 before becoming director of the U.S. Mint. Rocky Mountain National Park is less than 100 miles away.