The most common and most likely answer to this crossword clue is the 7 letter word LARAMIE
I've seen this crossword clue in Financial Times
L
A
R
A
M
I
E
More clues leading to the result LARAMIE
- Endless fun with French girlfriend in US city
- Society shunned by musketeer in liberal European city
- Musketeer shortly to appear in the French city
- Romp curtailed by French girlfriend in city
- Mailer novel about a town in Wyoming
- Wyoming place keeps top grade butter in lounge
- Lie about a charge in Western town
- Bears' retirement place -- ah, me! -- announced for Wyoming town
- Fictional story about a sheep town in Wyoming
- Tell stories about a player in Los Angeles, a western city
Buddy explains!

The straight part
We know that "town in Wyoming" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case town in wyoming = laramie.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.