On Thlis Date in History, May 17:

1893 – Buffalo Bill Cody’s WILD WEST SHOW premiered in Omaha. 

I don’t know if Buffalo Bill was the first to cash in on romanticizing and advertureizing the west or not.  It might have been Buffalo Bob.

One thing the Buffalo Bill’s Wild West  Show did do, in a way, and was to point out that women could be skilled people too  Marksperson  Annie Oakley proved that.