Cheyenne is located in western Oklahoma in Roger Mills County northwest of Elk City along U.S. Highway 283 just south of the Washita River in the southeast quadrant of the Black Kettle National Grasslands.
The town is near a site where the infamous Battle of the Washita took place. The surprise nighttime attack on Chief Black Kettle and a peaceful Cheyenne village was led by Col. George Armstrong Custer. The Washita Battle Site is now a national historic park commemorated by a monument and a memorial. Museum buffs will want to visit the Black Kettle Museum here.