When Mitt Romney arrives Thursday at the gates of Teton Pines, a majestic Wyoming country club where captains of industry flock each summer to golf on an Arnold Palmer-designed course, his purpose will be greater than spending another evening separating rich people from their money. The presidential candidate will be taking a big step toward becoming the official head of the Republican Party, as he is feted at the club and then at a $30,000-a-couple dinner at the nearby home of Richard B. Cheney, the living thread connecting the past five GOP presidencies. By hosting the fundraiser, the former vice...