Cheyenne Mountain, located a fairly short distance outside of Colorado Springs, Colorado, is the home of several branches of the United States military. It has long been public knowledge that Cheyenne Mountain is the home of NORAD, a joint American/Canadian organization devoted to maintaining the security of North American airspace. It's historic task was as watchman for the threat of nuclear attack from the Soviet Union. Unbeknownst to the public, however, Cheyenne Mountain has for the past decade also been home to Stargate Command.
Cheynne Mountain contain's nearly a scyscraper's worth of floors, but with one significant difference to a skyscraper; instead of going 20 or more floors up, it instead descends an unkown number of levels under the mountain. While the full extent of the facilities available to personell within Cheyenne Mountain is unknown, it is at least certain that the complex sports several cafeterias and troop's barracks, at least one gym, a fully equiped infirmery, and several multi-purpose observation rooms, which are used for such things as complex surgery, interogation, imprisonment, and volotile scientific experiments.
Cheyenne Mountain also appears to include several old missile silos, one of which now houses the Stargate. It is through the surface opening of the gateroom silo that the Stargate was originally moved into the facility sometime prior to the first mission to Abydos.