CHEYENNE, the capital city of Wyoming started out as an US Army fort along the Union Pacific Railroad and was named after the Cheyenne Indians who once inhabited the region. Cheyenne is famous for the huge annual Cheyenne Frontier Days celebration and hosts the largest outdoor rodeo in America. Visitors can also get a glimpse of its heritage at the Old West Museum which houses hundreds of antique saddles and wagons like the historic Deadwood Stage. Downtown Cheyenne features two famous landmarks; the State State Capitol built in 1917 and the former Union Pacific Depot, a restored 1886 Romanesque structure of magnificence.