I just can't resist puzzles like these, so I allowed myself some guesses along an easterly route even though that forces me to start with what I couldn't figure.
Along the way, we [...] took pictures on the edge of a cliff in Utah, spent a night in a former fundamentalist Mormon polygamous compound, [...] got paced for a while by an Apache attack helicopter
Beats me, too many possibilities for each item, aside from the fact that the Apache may have been checking out that Mormon compound's visitors...
Along the way, we saw the world's largest prairie dog, got surprised by rattlesnakes, [...] found a 5-legged cow
That's gotta be Larry Farmer's
Prairie Dog Town in Oakley. Btw, what happened to the ice cream cone-shaped dairy parlor across the road?
Along the way, we [...] visited a museum of psychiatry
This could be St. Joe's
Glore Psychiatric Museum, not to be confused with the (farther out of the way)
paranoid take others have on the topic.
Along the way, we [...] fell down a trapdoor that led to a dark slide that plunged us into the boiler room of a very old building in St. Louis, went spelunking, [...] and rode a creaking, rickety Ferris wheel that spun really, really fast on the top of a skyscraper.
Definitely sounds like Bob Cassily's
City Museum. Now
that's uniquely awesome!