Custer State Park is one of the nation's largest national parks at 71,000 acres, and home to the Buffalo Roundup & Arts Festival from September 28 to 30.
The festival features hundreds of local vendors selling arts, crafts, and local food, but the highlight is the buffalo roundup, in which cowboys and cowgirls herd 1,300 buffalo. According to the state park's website, you'll "feel the thunder" of the buffalo as they pass.