The very name Cheyenne conjures up images of cowboys, rodeos, and trains. The city’s past was that of the old wild west with Indians and cowboys. Cheyenne Frontier Days Old West Museum exhibits about early rodeos and artifacts like 19th century passenger wagons. In fact, the city still has that old air feel with vintage houses and buildings lining the streets. Just step away from the great outdoors, visit Steamboat Geyser, Yellowstone National Park, and Devil’s Tower. Have you ever tried fried Oreos? Well head over to this city for this traditional delicacy as well as other glorious deep fried foods.