Imagine that you're sitting outside waiting on some tasty BBQ. There are a few clouds around, but nothing serious. Then, KABOOM a huge lightning strike causes an immediate change of clothing. That's what happened to a Colorado family recently.
When it comes to weather (or just about anything), Wyoming just kind of does what it wants. For example, our state said "welcome to June" with thunderstorms and heavy snow some that happened at the same time.