From the Big Horn Canyon Recreaction area, load up your best 4-wheel drive vehicle and spend the next 2 hours or so winding your way up Crooked Creek road. Once at the end of Crooked Creek, make a right and continue until you come to the cattle guard that marks the beginning of the wild horse range.
This is a drive that cannot be done without 4 wheel drive and your gear secured. Due to the terrain and difficulty of access, I recommend that you spend the night. This is bear country, so keep a clean camp. This is not an area where campers can be brought in, so sleeping in your vehicle or a tent with electric tape fencing around it is recommended. There is a wild mustang information center located just before you arrive at the intersection with Crooked Creek road that is most definitely worth the visit.
The Pryor Mountain Wild Horse range is best known for it's wild mustangs, the most famous of which is Cloud. While spending a few days camped there to capture images of the wild mustangs, I witnessed this amazing sunset. The beauty of the Pryors goes far beyond it's wild horses.