It was founded in 1879, when rancher Daniel B. Budd and his partner Hugh McKay came with a thousand head of cattle from Nevada hoping to ship them, but got caught instead in severe winter weather in the Green River Valley.

The film focused on several generations of cattle ranching families in Big Piney.

It was first shown in 1988 as part of the PBS television series "The American Experience" and was narrated by actor Robert Redford.

Big Piney was one of four international locations chosen for the 2006 documentary film Comrades in Dreams, about the impact of local movie theaters in four different cultures (North Korea, Burkina Faso, India and Wyoming).

[10] According to the United States Census Bureau, the town has a total area of 0.45 square miles (1.17 km2), all land.

[11] Sometimes known as the "Ice Box of the Nation," Big Piney has one of the coldest climates among inhabited locations in the Lower 48.

[12] Big Piney experiences a semi-arid climate (Köppen BSk) with long, cold, dry winters and short, warm summers.

Because of the high elevation and aridity, large diurnal temperature differences are a regular feature of Big Piney's climate.

Public education in the town of Big Piney is provided by Sublette County School District #9.