The "Daddy of 'em All" — Cheyenne Frontier Days — runs the last full week of July plus the bracketing weekends, with around 200,000 visitors descending on a city of 65,000. The competition is one of the four richest rodeos in the world: bareback, saddle bronc, bull riding, steer wrestling, tie-down roping, barrel racing, and team roping, all run as classic outdoor rodeo with no chuck-wagon racing.
Around the rodeo there are pancake breakfasts (free, with helicopter-delivered batter from the National Guard), an Indian Village with members of multiple Plains nations, parades through downtown, country-music concerts in the evening, and a midway carnival. Book accommodation as early as January if you plan to attend; tickets at cfdrodeo.com. Outside of late July the grounds are empty and free to walk.