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The First United Methodist Church was begun in 1890 and completed in 1894. The church building was designed by Architect J. P. Julien, whose name appears on the cornerstone, and was constructed by Moses Patrick Keefe. Keefe was the builder of many early homes and offices in Cheyenne. His work includes Saint Mary's Catholic Cathedral, several structures at Fort D. A. Russell, and the second phase of construction on the Wyoming State Capitol. The building was constructed of Wyoming red sandstone.