Cheyenne Frontier Days Canceled For The First Time Ever Posted by John Axtell Date: May 28, 2020 5 Views CHEYENNE, Wyo. (AP) – Cheyenne Frontier Days has been canceled for the first time in the 124-year history of the event billed as the world’s largest outdoor rodeo. Cheyenne Mayor Marian Orr told The Associated Press on Wednesday that organizers decided the risk of spreading the coronavirus was too great for the more than 140,000 people who visit Cheyenne for Frontier Days in late July. Frontier Days has carried on through both world wars and the Great Depression – although tough finances during the depression turned it into a mostly volunteer-run festival of rodeo, music concerts, parades and other events. A Frontier Days belt buckle is among the most coveted prizes in rodeo.