The Ames family commissioned this monument to honor the memory of Oakes and Oliver Ames for their role in the building of the Union Pacific Railroad. The structure was designed by architect H.H. Richardson, with medallions by sculptor Augustus Saint-Gaudens. It stood at the highest point on the transcontinental railroad until 1918, when the railroad was moved several miles south. -- Historic American Buildings Survey
Edited to Add: You have to want to go to visit this interesting pyramid. Because the railroad right-of-way moved, everything related to this site, including the town that used to be here, is gone. The pyramid is an amazing piece of design and construction, but it is not convenient to much of anything. It can be reached from I-80 but it is not a road to be traveled by weak hearts or bald tires.
Take exit 329 from I-80 (Vedauwoo Road) to County Road 234 and turn left. The monument will be about two miles down the road, after you cross Ironhorse Road - the original right-of-way of the Union Pacific.