Helena. Montana

One part cowboy legend (it's Gary Cooper's hometown after all) and the other part the hip, less commented-on lotus land of current day Montana, Helena is among the nation's smallest capitals (population 30,000), where white-collared politicians draft legislation, and white-knuckle adrenaline junkies hit the foothills for a typical Montana adventure.

In town you can find an unexpected neo-Gothic cathedral, as well as an artsy pedestrian-only shopping district running adjacent to the Last Chance Gulch.