American Indians roamed the western plains for thousands of years before Cheyenne grew up around the Union Pacific railroad beginning in 1867. The Wyoming territory became a state in 1890 with Cheyenne as its capitol. By the early 1880s it was the wealthiest city per capita in the world, but that changed after a terrible snowstorm decimated cattle herds in 1887. This coincided with a plunge in the cattle market and the city never returned to its former opulence. In subsequent decades it settled into a government, military (now F.E. Warren Air Force Base), and agricultural hub for the region.
Frontier Days started in 1897 as a gathering of cowboys to test their skill. It has grown into the largest outdoor rodeo in the world, welcoming 200,000 people to Cheyenne each July with rodeos, parades, pancake breakfasts, a carnival midway, shopping, Thunderbirds air show, American Indian village, night shows, and the old frontier town.