Nellie Tayloe Ross, Wyoming's first lady, wife of Governor William Bradford Ross, would become Governor herself. And when she did, in 1925, Nellie Tayloe Ross, Governor of Wyoming, became the first female Governor in America. It was really under tragic circumstances that Mrs. Ross ultimately assumed the State's highest office. Governor William Bradford Ross would die in office, in October of 1924. And it was the First Lady, Nellie Tayloe Ross, who would be the Democratic Party replacement, would win the election, and be inaugurated Governor of Wyoming on January 5, 1925.