The annual Calgary Stampede often confuses the uninitiated traveller, who asks questions like, why is everyone worshipping cowboy heritage in buildings that are less than 10 years old? All that tinted office tower glass doesn’t exactly exude the same warmth as a log home.

That’s why a visit to the Greatest Outdoor Show on Earth isn’t complete without an overnight at the city’s original luxury hotel, iconic sandstone construction and all. The Fairmont Palliser's marble-cloaked lobby and columns are still the same, as is the oak panelling, chandeliers and personalized service that makes visitors feel as if they just stepped off a first-class Canadian Pacific Railway car.

Before retreating to one of the 405 rooms on 11 floors (ask for a higher floor on the west side for Rocky Mountain views), guests can get their bearings in The Oak Room, one of the city’s best lounges where textbook martinis mix with local microbrews amidst an aged elegance that’s not always accessible in a town in love with the wrecking ball. This month, the place features jazz on most evenings.

Once you’re checked in, check out the diminutive but luxurious health club, including a dip in the pool where the low ceiling and squat columns give you the sense of swimming under the city. Before rushing off to take in Stampede-related revelry, look up at the Edwardian Commercial style of the hotel, with straight lines resembling Alberta’s grain elevators—equally rare relics from the Canadian Old West.

Room rates start at $399.