It's a meme/conspiracy theory/urban legend. Basically, Wyoming does not in fact exist, it is a distortion of space-time that only appears to exist. Anyone you've met who thinks they have been to Wyoming, or believes they have lived in Wyoming have had fake memories implanted by the U.S. government...or something like that
@Commander: ah, that one's new for me! A very similar thing is said about the "made up" town of Bielefeld in Germany. :)
@Otus: did you catch my pathetically terrible pun? ;)
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