The region known today as the state of Wyoming was originally inhabited by several Native American groups. The Crow, Arapahoe, Sioux, and Shoshone were but a few of the original inhabitants encountered when white explorers first entered the region. Although French trappers may have ventured into the northern sections of the state in the late 1700s, John Colter, a member of the Lewis and Clark Expedition, was probably the first white American to enter the region in 1807. His reports of the Yellowstone area were considered at the time to be fictional. Explorer Jim Bridger discovered South Pass in 1827, which later became the route followed by the Oregon Trail. In 1850, Bridger also located what is now known as Bridger Pass, which was later used by both the Union Pacific Railroad in 1868, and in the 20th century by Interstate 80. Bridger also explored the Yellowstone region and like Colter, most of his reports on that region of the state were considered at the time to be tall tales.

After the Union Pacific Railroad reached the town of Cheyenne, which later became the state capital, in 1867, the population began to grow steadily in the Wyoming Territory, established on July 25, 1868. Unlike the states of Montana to the north South Dakota to the east and Colorado to the south, Wyoming never experienced a rapid population boom due to any major mineral discoveries such as gold or silver. Copper could also be found in some areas of the state.

Once government sponsored expeditions to the Yellowstone country were undertaken, the previous reports by men like Colter and Bridger were found to be true. This led to the creation of Yellowstone National Park which became the world's first National Park in 1872 and is located in the far northwestern portion of the state. Most of the territory that comprises Yellowstone National Park is located in Wyoming.

Wyoming was admitted to the Union on July 10, 1890. It was named after the Wyoming Valley of Pennsylvania, made famous by the 1809 poem Gertrude of Wyoming by Thomas Campbell. The name was suggested by Representative J. M. Ashbey of Ohio.

In 1869 Wyoming extended much suffrage to women, at least partially in an attempt to garner enough votes to be admitted as a state. In addition to being the first U.S. state to extend suffrage to women, Wyoming was also the home of many other firsts for U.S. women in politics. It had the first female court bailiff and the first female justice of the peace in the country. Wyoming was also the first state in the Union to elect a woman governor, Nellie Tayloe Ross in 1925