Very large hail (possibly to baseballs), downburst winds to 70 mph and a few tornadoes are possible Wednesday afternoon through mid evening for the area.
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.