Wild Horse is an unincorporated community in Cheyenne County, Colorado, United States. The community takes its name from Wild Horse Creek, and began in 1869 as a cavalry outpost, which soon became a railway station and had expanded to a town by the mid-1870s. After a peak of population and business activities in the early 1900s, the town beg…Wild Horse is an unincorporated community in Cheyenne County, Colorado, United States. The community takes its name from Wild Horse Creek, and began in 1869 as a cavalry outpost, which soon became a railway station and had expanded to a town by the mid-1870s. After a peak of population and business activities in the early 1900s, the town began dwindling by 1917, when most of it burned down in a great fire. The town rebuilt, but never at the population or business-service centralization level of its earlier years, and by the 1930s, had begun to dwindle further.