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Dabney Coleman

The spirit of the Wild West in Cody, Wyo.

The spirit of the Wild West in Cody, Wyo.

Buffalo Bill Cody's last words were reportedly, "Let my show go on!" Just a couple hours' drive east of Yellowstone National Park is the Buffalo Bill Historical Center, less a passing fancy of entertainment than a rich and detailed history lesson that plainly demonstrates that the show about the man — and the myth — is galloping and kicking up dust well into the 21st century. Like most Americans, I had heard of Buffalo Bill (his bright-lights name was even appropriated by the 1983-84 Dabney Coleman television show, plus that was the nickname for the serial killer in "The Silence of the Lambs.") But beyond some vague connection to America's...