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Cheyenne intro. The capital of the state is Cheyenne, which is in the southeast of the state. It is very close to both the borders of Colorado and Nebraska. The city is full of things to see and do, including visiting museums, taking sightseeing tours and dining out at the best restaurants in the state. Hotels in Cheyenne are among the finest in Wyoming, and there is a variety of chain hotels, bed and breakfasts and rental apartments. There are also some great Cheyenne hotels ideal for visiting the city with children, which are also close to the city’s fun attractions such as the pool, the Bison Ranch and the events centre. Stay in one of the Cheyenne hotels outside of the city in the natural areas, close to forests and rivers, where you can relax in the fresh air, go fishing, swimming or do something harder like hiking.
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