There's only been one EF4 tornado in Wyoming history and it happened in the summer of 1987. It was a rare monster high-altitude tornado that carved a path of damage from the Teton Wilderness through Yellowstone National Park.
Destructive tornadoes can and do happen in Wyoming. Perhaps the best known is the July 16. 1979 tornado that hit Cheyenne, damaging 200 homes, injuring 40 people, and killing one.
The latest update says golf ball size hail, rather than tennis ball size, is possible. But the area possibly at risk for a tornado has been extended further into southeast Wyoming.