I suppose a cowboy may still sleep with their saddle as a pillow if they have to, but more likely there is a remote cabin to keep them out of the elements and away from bears. (Yes, there are grizzles in the Wyoming mountains—more on that later)
Here is an example
A sturdy little cabin with a wood stove. I am sure the fence is to keep the horses nearby. Water is from an enhanced spring.
This is another. Our hostess, Donieta found numerous arrowheads chips in this area at one time. On our way back through, there was a rock hunter this day.
One day we ate lunch at a cabin that our hosts, Donieta and Kenneth knew the name of the family once living there.
The cabin had nails for hanging probably hides and a mud roof.
Wiggins Fork River was only a few feet away.
It snows early in these mountains. It would be a hard life to live year around in any of these places. Beautiful settings in the summer, though.