The Calgary Stampede is probably the biggest event in Calgary every year. The whole town pretends they're cowboys for a week. Edmonton has the Canadian Finals Rodeo, but that's in November, and not really a traditional rodeo, because its indoors. It has to be indoors because November can be an unpleasant time to be here. Most towns of virtually any size in western Canada have a rodeo at some point during the summer. That may be what you're looking for, as they have a bit more "charm" and local flair. I'm not sure about Banff, but I know Jasper has a summer rodeo. If you already have a general itinerary, you may be able to find a rodeo near your schedule with a little research.