Thunderstorms in Eastern Wyoming are fairly common during spring and summer, probably unsurprisingly as this area is mostly plains with the mountains starting less than 100 miles to the west.
Storms here usually approach from the west, but often split before reaching Gillette with the storm tracking north and south of the city. The downside with these storms is that it can be difficult to plan evening activities. The upside, however, is that they usually cool the temperature considerably and are often quite beautiful to watch.
I tried unsuccessfully to capture some of the lightning strikes from this storm, but did capture some interesting photos of the sky during the storm.