The National Weather Service has issued a Tornado Watch that includes the city of Cheyenne, in effect Today (May 27) until 9:00 PM.

A Tornado Watch means conditions are favorable for tornadoes and severe thunderstorms in and close to the watch area. Persons in these areas should be on the lookout for threatening weather conditions and listen for later statements and possible warnings.
The tornado watch area is approximately along and 60 statute miles north and south of a line from 45 miles south of Cheyenne WY to 40 miles south southeast of Sidney NE.

https://www.spc.noaa.gov/products/watch/ww0264.html
* Tornado Watch for portions of 
     Northeastern Colorado
     Extreme southwestern Nebraska
     Southeastern Wyoming

   * Effective this Monday afternoon and evening from 1255 PM until
     900 PM MDT.

   * Primary threats include...
     A few tornadoes possible
     Scattered large hail and isolated very large hail events to 2.5
       inches in diameter likely
     Scattered damaging wind gusts to 70 mph possible

   SUMMARY...Scattered supercell development is underway east of the
   Front Range from roughly Cheyenne to Denver.  Storms should
   intensify through the afternoon and spread east-northeastward along
   a couple of different surface boundaries.  Very large hail and a
   couple of tornadoes are expected, along with isolated damaging
   winds.

   The tornado watch area is approximately along and 60 statute miles
   north and south of a line from 45 miles south of Cheyenne WY to 40
   miles south southeast of Sidney NE. For a complete depiction of the
   watch see the associated watch outline update (WOUS64 KWNS WOU4).

   PRECAUTIONARY/PREPAREDNESS ACTIONS...

   REMEMBER...A Tornado Watch means conditions are favorable for
   tornadoes and severe thunderstorms in and close to the watch
   area. Persons in these areas should be on the lookout for
   threatening weather conditions and listen for later statements
   and possible warnings.