Howdy Hellzapoppin, Here is some info for you.?
http://en.wikipedia.org/wiki/Rocky_Mountains
Scroll down the page to see a map showing the Rockies.
Based on this info? you can see that the Rockies are in the Western part of Wyoming. But as Cat said there are several distinct ranges within the Rockies, in Wyoming.(Including the Uintas , the only East to West range.) So if you are traveling from the East you will actually cross over them several times. Because of the gradual uplift in some areas and the great basins in between ranges , you may not realize you are in the great Rockies.( This was one of the reasons the Oragon trail passed through Wyoming and over South Pass. ) If you drive all the way West to Utah you will ,indeed, drive out of the Rockies . From Salt lake City looking back to the East you will get a better picture of the size of the range as they rise pretty dramatically from the great salt lake basin. (as the picture towards the bottom of the page above, shows. )
Good question !? ? Miles