Deadwood, South Dakota. This adorable historic gaming town is tucked into the Black Hills in a little gulley. You can to go Mt. Moriah Cemetery and see the graves of Calamity Jane and Wild Bill Hickock.
Geology and history promise all kinds of adventures in South Dakota's Black Hills and Badlands. Trip guide: http://www.midwestliving.com/travel/south-dakota/black-hills/black-hills-and-badlands-trip-guide/