Here is some info on the Devils Tower - Mostly WIKI info! This should be on day 5 or six of the trip.
According to the Native American tribes of the Kiowa and Lakota Sioux, some girls went out to play and were spotted by several giant bears, who began to chase them. In an effort to escape the bears, the girls climbed atop a rock, fell to their knees, and prayed to the Great Spirit to save them. Hearing their prayers, the Great Spirit made the rock rise from the ground towards the heavens so that the bears could not reach the girls. The bears, in an effort to climb the rock, left deep claw marks in the sides, which had become too steep to climb. (Those are the marks which appear today on the sides of Devils Tower.) When the girls reached the sky, they were turned into the star constellation the Pleiades.
Another version tells that two Sioux boys wandered far from their village when Mato the bear, a huge creature that had claws the size of teepee poles, spotted them, and wanted to eat them for breakfast. He was almost upon them when the boys prayed to Wakan Tanka the Creator to help them. They rose up on a huge rock, while Mato tried to get up from every side, leaving huge scratch marks as he did. Finally, he sauntered off, disappointed and discouraged. The bear came to rest east of the Black Hills at what is now Bear Butte. Wanblee, the eagle, helped the boys off the rock and back to their village. A painting depicting this legend by artist Herbert A. Collins hangs over the fireplace in the visitor's center at Devils Tower.
In a Cheyenne version of the story, the giant bear pursues the girls and kills most of them. Two sisters escape back to their home with the bear still tracking them. They tell two boys that the bear can only be killed with an arrow shot through the underside of its foot. The boys have the sisters lead the bear to Devils Tower and trick it into thinking they have climbed the rock. The boys attempt to shoot the bear through the foot while it repeatedly attempts to climb up and slides back down leaving more claw marks each time. The bear was finally scared off when an arrow came very close to its left foot. This last arrow continued to go up and never came down.
Wooden Leg, a Northern Cheyenne, relates another legend told to him by an old man as they were traveling together past the Devils Tower around 1866-1868. An Indian man decided to sleep at the base of Bear Lodge next to a buffalo head. In the morning he found that both himself and the buffalo head had been transported to the top of the rock by the Great Medicine with no way down. He spent another day and night on the rock with no food or water. After he had prayed all day and then gone to sleep, he awoke to find that the Great Medicine had brought him back down to the ground, but left the buffalo head at the top near the edge. Wooden Leg maintains that the buffalo head was clearly visible through the old man's spyglass. At the time, the tower had never been climbed and a buffalo head at the top was otherwise inexplicable.
The buffalo head gives this story special significance for the Northern Cheyenne. All the Cheyenne maintained in their camps a sacred teepee to the Great Medicine containing the tribal sacred objects. In the case of the Northern Cheyenne, the sacred object was a buffalo head.