Medicine Bow National Forest provides a variety of recreational opportunities and natural attractions, including the Vedauwoo Recreation Area and the Snowy Range Ski Area.
Ames Monument is a state historic site west of Cheyenne off I-80. A 60 foot pyramid build in 1883 as a monument to Oliver and Oakes Ames (two men instrumental in the construction of the first transcontinental railroad).
The State Capitol is beautiful and free to tour. Across the street is the Wyoming State History Museum, another free museum and a great place for kids.