Wyoming's so unsuitable for dense population, the only way I see it happening is through some cataclysmic event that kills most of the people in the other states. "Kind of dry" is an understatement. Wyoming's no Sahara, but have you been there? It's a stretch of brown land punctuated by desperate-looking brown plants. It's definitely beautiful in its way, but it's not supporting any major cities anytime soon. Oil booms bring in people, but not enough to rival New York or Chicago.
Then again, there's no real reason so many people should live in Los Angeles. That whole area is basically tens of millions of people utterly thumbing their noses at nature. But at least the weather is nice, which attracted the various entertainment persons who caused it to surge so.