My visit to Wyoming began in pursuit of a cattle rustler named Robert LeRoy Parker and his sidekick, Harry Longabaugh. A little more than a century ago, the pair achieved fame for carrying out a string of robberies of banks, trains and mine payrolls, as well as for their dash and daring in evading the law. The proceeds funded a lavish lifestyle, but also enabled them to bestow such largesse upon common people in need that comparisons with Robin Hood were inevitably made.

Men such as these are not well-suited to prosaic names like Robert and Harry, so it was as Butch Cassidy and The Sundance Kid that the pair rode across the Rocky Mountains of Wyoming for a decade, beginning in 1889 – and in the 20th century, Hollywood's adaptation of the pair's story was the vehicle for the late Paul Newman's journey towards mega-stardom.

As I stood in the Occidental Hotel in Buffalo, Wyoming, everything felt right: The original pressed-tin ceiling; the saloon bar (delivered by wagon several years after the hotel opened in 1880); the 1894 "bank billiards" table – which I was desperate to try, only the thing had no pockets so I had no idea where to start.

It was deeply satisfying to rest my drink where the likes of Buffalo Bill Cody and Calamity Jane once stood, and to discover that Butch and Sundance remain fondly remembered at the Occidental. Their penchant for wild parties and recreational gunplay was tough on the furniture, but they always made meticulous restitution in gold for every broken chair and bullet-hole, enhancing their reputation as lovable rogues rather than loathsome outlaws

My westward driving route next took me to Cody, a town built by the great Buffalo Bill himself. It does the man little justice to say that his was an exceptional life: Teenage rider on the legendary Pony Express; decorated army scout; peerless buffalo hunter; and creator of a Wild West Show that toured the globe for 30 years, turning William Frederick Cody into the most famous person on earth. Nothing about Cody's life came close to being ordinary, from the ambition of his tours with their re-enactments of Indian battles, buffalo hunts and gunfights, to the rock-star adulation he experienced among European royalty, leading to rumours of an affair with Queen Victoria.

Cody's Buffalo Bill Historical Center comprises five discrete museums, one of them dedicated solely to the memory of the great man. I took childish delight in the ornate hand-tooled saddles, gilded in silver and gold, used in the Wild West Show. My guiltiest pleasure, though, was browsing the 6,000 exhibits in the Cody Firearms Museum. I wandered in expecting to find a few muskets and perhaps some vintage duelling pistols. In fact, every significant gun ever made is on display here, from ancient shotguns to the latest in assault rifles and machine pistols. All the familiar names are represented: Smith & Wesson, Remington, Luger and Hollywood icons such as the .357 Magnum and the Colt .45 revolver. Leaving aside the purpose of these weapons, a history of firearms is a fascinating thing to behold and, for better or worse, showcases some of the best of engineering and aesthetic design.

From quick draw to Wyoming's main draw: Yellowstone, the world's oldest national park lies 53 miles west of Cody. Into this corner of northwest Wyoming are crammed more than half the world's geysers, hundreds of rainbow-hued hot springs and an array of wildlife that includes buffalo, elk, moose, wolves, bears and coyotes.

I headed straight to the park's iconic geothermal feature, Old Faithful Geyser. An eruption schedule posted inside the visitor centre seemed almost disrespectful towards this most elemental of nature's forces. Few large geysers, though, are this predictable – hence the name "Old Faithful". So letting people know when it's likely to blow makes sense.

There was geyser-side seating to be had, so I settled in and waited for the show to begin. The first sign of activity was a soft hissing as water began splashing over the rim, then a column of water shot to a height of about 100 feet before subsiding back into the earth. Nothing prepares you for this display of the volcanic forces that are simmering just beneath the planet's surface.

Among all the geyser clusters in the park, I was especially taken by the pallid, toxic landscape of Norris Geyser Basin, where I could easily imagine billions of amoebas and protozoa crawling forth from the primeval slime to kick-start life on earth. Amid clumps of dead trees I came across the iridescent Cistern and Emerald springs and Steamboat Geyser. Although this geyser is quiet for years at a time, it is said to be the world's largest, capable of forcing water 350ft into the air.

West Thumb Geyser Basin beat the rest for its location – right on the shores of Yellowstone Lake. It was easy to see why 19th-century visitors would have made use of the "Fishing Cone" by cooking up trout in its bubbling waters, and why the stunning 70ft-deep Abyss Pool and Black Pool (actually a shimmering azure blue) are counted among the park's several unmissable sights.

Ready to return to the outlaw trail, I headed for the park's southern exit, which also marks the entrance to neighbouring Grand Teton National Park. The name derives from les trois tetons (literally "the three breasts"), bestowed in the 1830s by French-Canadian fur trappers. Eccentrically named the mountains may be, but the hiking trails here surpass those in Yellowstone; and the Tetons also offer some of the best climbing in the US.

And so to the fate of our two heroes: Butch and Sundance made haste to South America in 1901 in order to evade the indefatigable pursuit of the Pinkerton's Detective Agency. The 1969 film classic Butch Cassidy and The Sundance Kid, ends with the pair dying in a hail of gunfire at the hands of Bolivian soldiers.

Four decades on, history offers up an intriguing alternative. Identification of the bodies was always tinged with doubt and stories that emerged following the film's release suggest our roguish heroes may not have died in Bolivia at all. A group of Butch's friends puzzled over how he could have died in 1908, yet showed up to go out drinking with them in Rock Springs in 1920.

Perhaps the last word should go to Josie Morris, a girlfriend from Butch's salad days, who insisted he visited her on his return from South America and claimed furthermore that Butch died an old man in Johnny, Nevada, some time during the 1940s.


Essential guide

Getting there:

- The best way to get to Wyoming is via the UK where United Airlines flies to Jackson Hole via Denver or Chicago. Alternatively, Emirates and Etihad fly direct to New York where internal connections with Delta and American Airlines can be picked up

Staying there:

- Occidental Hotel, Buffalo (001 307 684 0451; www.occidentalwyoming.com) 

- Yellowstone (www.travelyellowstone.com)

- Grand Teton (www.gtlc.com) list a range of lodgings.


Must visit:

- Yellowstone National Park (001 307 344 7381; www.nps.gov/yell).

- Grand Teton National Park (001 307 739 3300; www.nps.gov/grte).

- Buffalo Bill Historical Center, Cody (001 307 587 4771; www.bbhc.org).


More information

- www.wyomingtourism.org; 001 307 777 7777