The Lone Star Cavalry were granted an expansion franchise in the America West Hockey League in March 2003.

The Cavalry played out of the Blue Line Ice Complex in North Richland Hills, Texas and served the immediate "Mid-Cities" area of Metro Dallas-Fort Worth.

In their inaugural season in New Mexico, the RoadRunners played in the South Division, against the Central Texas Marshals, Springfield (IL) Jr. Blues, Springfield Spirit, Texarkana Bandits, Texas Tornado, and the Wichita Falls Wildcats, finishing with a 33–15–8 record, good for 3rd place in the division.

The third and final season in Santa Fe saw the RoadRunners finishing with a 41–17–4 record for second place in a South Division that consisted of the St. Louis Bandits, Texas Tornado, Fairbanks Ice Dogs, Wichita Falls Wildcats, and the Alaska Avalanche.

On February 26, 2007, the team announced their move to Topeka, Kansas, from Santa Fe, New Mexico, due to claims of poor attendance.

[6] In the same press conference, Hunt announced the new head coach and general manager as Simon Watson for the 2018–19 season.

[8] On February 28, 2020, Lamar Hunt Jr. announced he was moving the team to the Kansas City metropolitan area for the 2020–21 season.

On May 21, 2021, the NAHL announced Hunt had instead sold the team to Amarillo Ice Sports, LLC, a locally owned and operated group including Chris Wright, Roger Wright, and Amarillo hockey alumni Eric Andersen, and Austin Sutter.