Short‐period Rayleigh waves, Rg, provide strong constraints on the depth of shallow seismic events and are of interest for monitoring small explosions. Characterizing the seismic sources that generate Rg requires an understanding of how shallow crustal structure affects Rayleigh wave propagation. In support of these efforts, this study utilizes observed waveforms from small shallow explosions recorded on temporary seismic network deployments in the Bighorn region, Wyoming. We study regional near‐surface geology by measuring changes in surface‐wave amplitude and polarization during propagation through basins, foothills, and mountains. We develop additional insight by carrying out surface‐wave eigenfunction analyses and numerical‐wave simulations, which together reproduce many characteristics seen in the observed waveforms. Our results show how sedimentary basins in the Bighorn region allow for amplified prograde‐polarized higher‐mode and retrograde‐polarized fundamental‐mode Rayleigh waves, whereas adjacent mountains only support retrograde motion. These different modes provide distinct constraints on the Earth structure and source characteristics, potentially enabling targeted inversions in future studies. Our findings provide insight into Rg propagation through complex near‐surface geology, improving our understanding of shallow propagation and source effects that are relevant to explosion monitoring efforts.