Last time I went to wy. I shipped my gas canisters to my hotel ahead of time. But this year I'm not planning on staying in a hotel the first night. So my question is can I put one in my checked luggage?
Nope cant do it. Little more than half way down this page . Do as dotman says or you could ship some stuff to a post office in the area you plan to go through. You might check the lighter rules if you plan to have one as a fire starter
If you don't want to go the Post Office route since they may not be open when you get there you might want to check if a hotel in the area you are going to might be willing to accept and hold it for you since there will be a desk clerk on 24x7. FedEx/Kinkos is another 24x7 operation you might want to look into as a destination for your shipment.