Why is it called Buffalo Bill Days? In 1900, the first of Buffalo Bill Cody’s world-famous Wild West Shows were performed in Lanesboro, Minnesota. The whole town gets in the act – including High Court Pub with drink specials and craft tap beers on the river deck, great food, and a great time. On Saturday night watch Fireworks off the bluffs, and Sunday afternoon get yourself a Bloody Mary or a brew and watch the Grand Parade!