In Wyoming, we really enjoyed this.
It's the Buffalo Bill & Wild West museum in Cody. It's very interesting, but I'm bias cuz I'm a museum nut.
It's all about the West, Indian heritage, a diorama of the Lewis and Clark expedition, history of guns... don't underestimate that...your daughters might just love it. They have reeeeely old guns and stuff, pirate guns, blunderbusses, and things I never even knew existed. My husband and I had a great time there.
We also stayed at "Devil's Tower" campground in Wyoming. Now without looking at a map of where you've planned to go, and it's been years since we were there....I hope I'm telling you about areas you're considering and will be fairly close to anyway.
The campground at Devil's Tower is really nice. Not all high tech like an RV resort, kinda sprawled-out. But what a great place to camp...with the tower view out your RV windows.
We were there on July 4th about 11 years ago this year. They do a firework show there....as we couldn't get to Rushmoore in time, and I hear it's almost impossible to get there on the fourth unless you plan way ahead...
It started off rather slowly. We thought this 'lil campground might not be able to afford much and thought nothing of it, happy to be outdoors in good weather. Then about 9:10, 10 minutes into a small firework display,....OMG!!
They put on a show that would make Disneyland look like a sparkler-fest!
It was the most impressive firework show we've seen before or since.
Another venue we thoroughly enjoyed, while in the 4 corner area in Jackson Hole, we took in a dinner show with a ranching group called the Bar-J-Wranglers. A fun, family-oriented musical show that adults and kids alike are likely to love. We though they were worth driving out of our way to see, so this year as we travel toward the East coast to the Smithsonian Inst., we are making plans to go there again.
Sorry for the book, HTH, and hope you have a wonderful time!