Founded in 1978, the Cheyenne Frontier Days Old West Museum is a 501(c)(3) non-profit organization dedicated to interpreting, conserving and exhibiting the history and material culture of Cheyenne, Cheyenne Frontier Days, the State of Wyoming and the American West.

The Cheyenne Frontier Days Old West Museum depends on individual and corporate funding for all programs and services, and for maintenance of permanent collections. Private support is essential to the museum's mission of acquiring, preserving and interpreting the art and material culture of the American West, and critical to the museum's ability to offer year-round educational, cultural and children's programs.