Hosted by the Downtown Sheridan Association, the 3rd Thursday Festivals take place from 5pm – 9pm in the heart of the city. During the Festivals, the streets of downtown Sheridan are shut off to vehicle traffic, making room for a variety of vendors and various forms of entertainment; there is something for everyone and fun for the entire family! See the WYO PLAY: Sheridan County Cadets at 3rd Thursday on July 16th, 2026!