Victorian mansions and historic buildings like the Capitol and Governors’ Mansion dominate downtown Cheyenne.  The Union Pacific Depot has a Visitors Center, restaurant, and the Cheyenne Depot Museum.  Holliday Park has one of the few surviving “Big Boy” steam locomotives.  Cheyenne Frontier Days is the world’s largest outdoor rodeo and western celebration.   It includes rodeos, concerts, an Indian Village, parades, art shows, pancake breakfasts, a carnival, and more.