Wyoming (like any state with mountains) has a lot of microclimates. Additionally, the average winter in Cheyenne or Casper isn't at all comparable to Cody, or Buffalo. You have places which average 15 inches of snow per year all the way up to more than 200 inches (parts of Yellowstone). I've hunted in places where the ground is bare, skies sunny clear, temps around 10, obscenely dry and calm, and a short ride away it is low visibility and all the snow you cover ever want.
Meanwhile Central WY (west of Casper, and east of Shoshoni), I feel like I'm might be driving on the moon
My folks are in a basin surrounded by the Rockies to the west and Bighorns to the east. 300 days of sun a year. High desert, not much rain, and 'about' 40 inches of snow annually where they are located, but within 40 miles drive it would be 100 inches+ easily. The winds (chinook) can be incredible, though that's true in a number of W-NW states. That's when you have massive temperature movements, 60, 70, 80+ degree swings in as little as a couple hours.
It is very hard to generalize about weather in the mountain west states.