This video was filmed in the wonderful state of Wyoming (or perhaps they used images of WY and made it look like it was.) :)
My family and I lived in Gillette for 10 years from 1994-2004. Both of my sisters went to the University of Wyoming in Laramie; my younger sister lived in Rock Springs (located just up the highway from Green River) for a while; and my older sister lived in Cheyenne - she now resides in Casper.
Wyoming isn't the smallest state, but it is the least populated. I miss it a lot, wind and all.