The idea of someone like me, the son of a Jewish corporate lawyer and of a woman with three graduate degrees, born and raised in the New York City suburb of Darien, Conn., going to a rodeo is like some sort of Woody Allen joke that ends with a punchline about psychoanalytic findings on a man who wants to get thrown off a wild animal for a living.

Yet from a young age, it was not uncommon for my family and me to make an annual pilgrimage to Arizona, take trips across the border to Nogales, Mexico, and also to stop at a local festival featuring bull riding, calf roping, rodeo clowns, and the kind of jokes that Jay Leno would find hacky.