"This is just the beginning," he declared.
The former Massachusetts governor won eight delegates, former Tennessee Sen. got three and California Rep. won one.
These are the first delegates actually elected to the 2008 Republican National Convention (the Iowa GOP delegates won't be named until the state party's convention in June).
The Wyoming caucuses are conventions of precinct representatives, so the actual number voting is very small - on one county unit, there were just 31 people.
"The people of Wyoming took the first step towards bringing true conservative change to Washington," Romney said in a statement. "I am honored to have won many of the first delegates awarded this primary season. As the Republican nominee, I promise to fight to seat all of Wyoming's delegates at the national convention."
The victory was a welcome development for Romney, coming two days after his loss to Mike Huckabee in the Iowa caucuses and three days before the first-in-the-nation primary in New Hampshire. Those two states have attracted most of the political attention. Wyoming had scheduled its GOP county conventions earlier to attract candidates to the state but had only modest results.
Romney visited Wyoming in August and November and three of his five sons campaigned in the state. One son, Josh Romney, owns a ranch in southwest Wyoming.
"Number one, he campaigned here," delegate Leigh Vosler of Cheyenne said of Romney. "I think that helped while some other candidates ignored us. But also he's the right person for the job."
Hunter, Thompson and all stopped by the state - visits they probably wouldn't have made except for this year's early conventions - and candidates have sent Wyoming's GOP voters a flood of campaign mail. Huckabee, the former Arkansas governor, did not visit Wyoming and drew little support. Arizona Sen. John McCain and former New York Mayor Rudy Giuliani also did not visit and received little support.
"I think we're encouraged that the voters in Wyoming value that my dad had spent time here," Josh Romney said.
The traditional leadoff nomination contests in Iowa and New Hampshire have dominated the attention of both candidates and the national media in recent months, and no candidates had visited Wyoming in the four weeks leading up to the caucuses. Hunter was the last to visit the state on Dec. 4.
Tom Sansonetti, the county convention organizer, maintained Saturday that moving the state's caucuses ahead was the right thing to do.
"The ultimate goal is not how many times we appear on Katie Couric," Sansonetti said. "The ultimate goal was to have attention paid to rank-and-file Republicans by national candidates."
In addition, he said more Wyoming Republicans have become involved in the process.
Wyoming Republicans also paid a price for jumping ahead. The Republican National Committee has slashed half of Wyoming's 28 national convention delegates. National party leaders similarly penalized Florida, Michigan, New Hampshire and South Carolina for moving up the dates of their nomination contests.
RNC rules require the punishment for states that hold their nominating contests earlier than Feb. 5. Iowa, which held caucuses on Thursday, will not be penalized because, technically, the caucuses are not binding on convention delegates. Nevada, which plans to hold its caucuses on Jan. 19, will not be penalized for the same reason.
Besides the 12 delegates chosen at Saturday's county conventions in Wyoming, two delegates to be chosen at a statewide convention in May will also be sent to the national convention in Minneapolis.
Wyoming's Democratic primary will be held on March 9.