Wyoming's state capital is CHEYENNE, an 8-letter word. CHEYENNE is the most populous city in Wyoming and the capital of the state since 1869. It is located in the southeastern corner of the state and is the principal city of the CHEYENNE Metropolitan Statistical Area. The city is named after the Native American CHEYENNE Nation, which inhabited the area. CHEYENNE is home to many historical sites, including the Wyoming State Capitol, the Union Pacific Depot, and the CHEYENNE Frontier Days Old West Museum.