LOOK: Must-See Tweets From First Days of Cheyenne Frontier Days If you were at Cheyenne Frontier Days over the past weekend, you know just how amazing the past weekend has been! And judging by how much love Cheyenne was shown on social media over the first few days since the start of the festival, plenty of people definitely took notice. While we still have a long way to go through the rest of this week until the end of the festival, people are going out of their way to show how much of a blast they have been having at Cheyenne Frontier Days so far. The Daddy Of 'Em All is doing its usual thing and then some to this point. From the opening dedication of the new Chris LeDoux statue to the monumental return of Garth Brooks fantastic show to the parade over the weekend, it's been a whirlwind of events for everyone that's been in and around the capitol city the past few days.