Cheyenne Depot Museum, Railroad museum in Downtown Cheyenne, United States.

Cheyenne Depot Museum occupies the former Union Pacific Railroad depot, a Richardsonian Romanesque building of red-orange and sand-colored sandstone from a quarry in Bellevue, Colorado. A six-story clock tower with a pyramidal roof and cast-iron weather vane rises on the north side, its four clock faces 6 feet 4 inches across. Rounded arches frame the north and south facades, and the slate roof carries four dormer windows facing the depot square.

The museum was built in 1886 as a Union Pacific Railroad station and was the largest station west of Council Bluffs, Iowa at that time. Its construction was part of the expansion of transcontinental railroad routes that drove the development of the West.

The depot faces the Wyoming State Capitol down the same street, a placement that signalled the railroad's importance to the city and state. The museum grew out of an agreement between the Old West Museum and Cheyenne Frontier Days, which set up Cheyenne Depot Museum, Inc. as a non-profit that leased the building from the city for 25 years. Each July the museum runs a steam train excursion, and the plaza in front hosts music events through the year.

The depot faces the Wyoming State Capitol at the end of Capitol Avenue, and the plaza in front hosts music events through the year. The building sits at street level with step-free entry from the plaza. Amtrak no longer stops in Cheyenne; the nearest passenger trains are reached by road, so plan arrival by car.

The depot's clock was not installed until 1890, three years after the building was completed in 1887. The tower carries four clock faces, each 6 feet 4 inches across, facing north, south, east and west, below a pyramidal roof capped by a cast-iron weather vane.