The approach into CHEYENNE , dropping into a wide dip in the plains, leaves enduring memories for most travelers. With the snow-crested Rockies looming in the distance and short, sun-bleached grass encircling the town, the sky suddenly appears gargantuan, dwarfing the city's leafy suburbs and everything else below it.

A quick walk around reveals a diverse community, shaped by railroads, state politics, and even nuclear arms. When the Union Pacific Railroad reached this site in 1867, soldiers had to drive out the " Hell on Wheels " brigade of gamblers, moonshiners and hard-drinking gunmen who stayed one step ahead of the railroads, claiming land and then selling it for huge profit before moving on to the next proposed terminal. Union Pacific's sprawling yards and fine old terminus now mark the eastern edge of downtown, while to the west the city's longstanding military installation was expanded in 1957 to house the first US intercontinental ballistic missile base. Cowboy culture is big here, too, as the ranchwear stores and honky-tonks dotted around town attest. Along with the world's largest outdoor rodeo, the nine-day Cheyenne Frontier Days festival (tel 307/778-7222 or 1-800/227-6336, ) in late July attracts thousands of people to its concerts with top country stars, parades, chuckwagon races, air shows and free pancake breakfasts. The rest of the year, it's pretty quiet; would-be cowboys have to make do with the Old Cheyenne Gunfight , at 16th Street and Carey Avenue (summer Mon-Fri 6pm, Sat "high noon"; free), in which gunslingers act out incidents from the town's turbulent first decade.

Sixteenth Street , or Lincolnway, is the retail and entertainment heart of Cheyenne. Five minutes' walk north up leafy Capitol Avenue near the unspectacular State Capitol, the Wyoming State Museum , at no. 2320, takes a sober look at Wild West history (June-Aug Mon-Fri 8.30am-5pm, Sat 9am-4pm, Sun noon-4pm; Sept-May Mon-Fri 8.30am-5pm, Sat noon-4pm; free). The Cheyenne Frontier Days Old West Museum , five minutes' drive from downtown at 4501 N Carey Ave (Mon-Fri 9am-5pm, Sat & Sun 10am-5pm; $3), is more lighthearted, telling how the railroad came to town, with some great old engines and well-presented temporary exhibits. Much of the place is devoted to the Frontier Days celebrations, with photos, costumes and videos evoking the annual frenzy.