During the Spanish American War Wyoming was strongly associated with volunteer cavalry. The 2nd U.S. Volunteer Cavalry, Torrey's Rough Riders, to be specific.
The story of the 2nd is disappointing. A really early effort along the same lines as the famous 1st US Volunteer Cavalry, the much more famous Rough Riders associated with Theodore Roosevelt, Torrey's unit never saw combat. Which isn't to say that it didn't see casualties. The unit was involved in a terrible railroad accident on the way to to Florida resulting in loss of life to men of the unit. Partially because of that, it never deployed.
Indeed no Wyoming volunteers or militiamen saw action in Cuba, but Wyoming's National Guard units, recruited during the war in part, much like the National Guard units raised during the Punitive Expedition, saw action in the Philippines. Those units, like the ones raised and deployed in the Punitive Expedition, were infantry, however. They did serve very well.
Well, cavalry is more glamorous, without a doubt, and even though the Wyoming National Guard had just come home, the looming entry of the United States into World War One, which was appearing to be increasingly certain, was causing thoughts to return of the glamorous idea of raising a volunteer cavalry unit. Major Andersen, the Adjutant General of the Wyoming National Guard, was backing just such and idea and touring the state to try to get it rolling.
Cavalry saw a lot more action in World War One than people imagine. And Wyoming was a natural for cavalry really. Given the small population of the state Andersen surely knew that any infantry units provided to a mobilized Army for deployment to France would simply be swallowed up into other units. Cavalry had a better chance of remaining distinct and intact, so the idea had some merit, in spite of the excessively romantic way that it must appear, reading it now.
Which isn't to say, frankly, that all the boys "from the border" who had just returned would have been horsemen. Far from it. The idea that every Wyomingite knew how to ride at the time is just flat out false. Young men with little horse experience must have been cringing a bit at the thought of being converted to cavalry.