These photographs depict two Burlington Northern depots, or rather former depots, in Sheridan, Wyoming. The wooden structure is the older of the two, being a 19th Century depot. It's in private ownership today, and is actually currently for sale.
The brick structure is much later, and it bears a striking resemblance to the BN depot in Casper, Wyoming. Apparently Burlington Northern depots were built to a standard set of plans. This substantial depot is also no longer a BN depot, but is now a bar and grill in Sheridan.
Also depicted is a decommissioned BN locomotive, built in 1940.