Free things to do in cheyenne wyoming for adults Cheyenne, Wyoming, offers plenty of fun for the entire family. Instead, they sit down and enjoy a hearty breakfast, and there are plenty of places around to have one. From Laramie County Public Library to Cheyenne Civic Center, Cheyenne offers a variety of rainy day activities and other fun things to do indoors — including 22 indoor attractions with ratings over 90%. Visit the Wyoming State Museum – This free museum is a perfect introduction to the state of Wyoming, the town of Cheyenne, and the Wild West. Aug 31, 2010 ยท The world’s largest steam locomotive, this powerful coal-fired engine was designed to pull a 3600-ton train over steep grades between Cheyenne, WY and Ogden, Utah. It’s home to the Cheyenne Frontier Days Old West Museum, with exhibits about early rodeos and artifacts like 19th-century passenger wagons. 5009 Where: 2200 Pioneer Ave. Discover events happening in Cheyenne in October and activities that are perfect for a October trip to Cheyenne. 5009. Weekend passes are $20 for adults, $10 for ages 13-18, and children 12 and under are FREE! Admission will grant you access to the Depot Museum, access to vendors, as well as a seat on the trolley to tour the Union Pacific Steam Shop and Roundhouse. bgpqtgccjjfmqudzxedhbujahwiiexjthezlntjdhvloflcpgcwtfdqbbyipfgjklhwlsnhmcwiombt