The National Archives has put a large number of photographs from 1930-1949 online. The Standing Rock photographs can be found here and the Cheyenne River photographs here.
There are Eight photographs in the Cheyenne River collection of a Japanese balloon that must have landed there during the war. Very little information is included with the photos. Depending on the level of secrecy, more information might be found in local newspaper accounts of the time and the memories of locals. If security around the balloon was tight, more information possibly remains to be discovered within the National Archives. A local source tells of a man with the last name of Red Bull who found the item and strapped it to his horse, unaware that it might be dangerous.
During the war, the Japanese sent balloons, many of which contained explosives, over the U.S. mainland. How the Cheyenne River balloon traveled so far inland, all the way from Japan is a story in itself. It is unclear whether it may have had explosives or was intended for some other purpose. Below are some of the photographs. More about this story can be found here