The museums are connected by the unifying theme of the history, culture, art, and natural science of the American West.

[2] Edward Rothstein of the New York Times wrote, The exhibition [on Buffalo Bill] affirms what the center as a whole demonstrates: that behind the mythologizing is something worth cherishing, even if it is flawed, complex and still evolving.

The museum features the stories and objects of Plains Indian people, their cultures, traditions, values and histories, as well as the contexts of their lives today.

Included are works by other classic Western artists: George Catlin, Edgar Samuel Paxson, Alfred Jacob Miller, Thomas Moran, Albert Bierstadt, Alexander Phimister Proctor, Joseph Henry Sharp and N. C. Wyeth.

Contemporary Western artists include Harry Jackson, James Bama, Deborah Butterfield, Fritz Scholder, and the sculptor Grant Speed.

The museum features approximately 20,000 square feet (1,900 m2) of interactive exhibits highlighting geology, wildlife, and human presence in the Greater Yellowstone region.

It explores firearms as "tools of human endeavors" and boasts a collection of 7,000 individual firearms—4,200 of which are on display—with approximately 20,000 additional related artifacts.

The core of the museum is the Winchester Repeating Arms Company factory collection, which was transported from New Haven, Connecticut to Cody in 1976.

The Center of the West offers a variety of programs for visitors, including lectures, family activities, chuckwagon dinners, based on availability.