Cheyenne Depot Museum

The Cheyenne Depot Museum is a railroad museum in Cheyenne, Wyoming, United States. It is located inside the 1880s Union Pacific Railroad depot. A National Historic Landmark, the station was the railroad's largest west of Council Bluffs, Iowa, and a major western example of Richardsonian Romanesque architecture.

The museum, founded in 1993, interprets Cheyenne's early history and that of the construction of the Union Pacific Railroad. It houses multiple exhibits and occasionally offers tours of other railroad facilities.