What To Do In Cheyenne This Weekend It's been a long, or relatively short feeling, winter for all of us, BUT, finally, as we defrost and deflect the random blasts of cold air Old Man Winter is going to give us before Spring officially springs, things to do around town are popping up again. I'm not saying it's a weekend packed full of stuff like between June and December, but, hey, it's not January. We're super fortunate here in the Cowboy State, that we still have some music and comedy acts making their way to Cheyenne to perform, in a limited seating.