The kids area here was great! My children, ages 4 and almost 2 at the time, loved it. There was a little frontier house and tons dress-up clothes, a horse to ride, a tee-pee and indian things to play with and more! If you are looking for somewhere to take your little ones in Cheyenne, go here.
Looking for something to do on a visit to Cheyenne? The State Museum offers a lot of history to be learned. Many changing exhibits and permanent ones offer a glimpse into the history of Wyoming, Native Americans and Pioneers. The museum boasts two floors of history and an entire play area for the children with dress up and historical games and activities. Donations accepted.