According to Wikipedia: "The Wyoming Transportation Museum, also referred to as the Cheyenne Depot Museum, is a railroad museum located in Cheyenne, Wyoming. It is located inside the historic Union Pacific Railroad depot. This depot was built in 1886 to 1887. It is self-proclaimed to be the most beautiful rail station in North America. Typically the Cheyenne Depot Museum hosts an annual Steam Train Excursion in July."