LORELAI: [sees Rory looking at her outfit] What?
RORY: Nothing. I just didn’t know the rodeo was in town.
A rodeo is a competitive sporting event based on cattle herding, testing skills in horse riding and handling livestock. The word rodeo (Spanish for “round up”) comes from Latin America, and was adopted by North American cowboys in the 19th century. Rodeos are particularly popular in the American west, as well as in Canada, Mexico, Australia and New Zealand.
The Annotated Gilmore Girls 