Wyoming – Wyoming's Capital is Cheyenne
(Pronounced why-oh-ming and shy-an)
To remember the capital of the US state Wyoming, use the following mnemonic:
The reason why I'm moaning (Wyoming) is that I still don't have a picture of the shy animal (Cheyenne) and I've been here for days.

Interesting facts about Cheyenne:
- A Giant Cowboy Boot Capital: The city features dozens of oversized, 8-foot-tall decorated cowboy boots scattered all across downtown as part of a unique public art project celebrating local heritage.
- Home to the “Daddy of ‘Em All”: Every summer, the city hosts Cheyenne Frontier Days, putting on the world’s largest outdoor rodeo and western celebration, which has drawn crowds since 1897.
- A Home for a Giant Steam Engine: Holliday Park is home to Union Pacific “Big Boy” No. 4004, one of the largest and most massive steam locomotives ever built in the history of railroading.