The Cheyenne Polka Palace is a building in Wyoming. Sherman's brother Herman lives near the palace. A birthday party for him was once held in the building.
The palace's exterior is red and white. It has a balcony, a white roof, clear windows, and one set of doors in the front. Wooden tables and chairs are inside the palace. At the back of the building is a stage.
The Cheyenne Polka Palace has appeared in one episode of The Backyardigans: "Polka Palace Party" from season one.