updated 07/19/2010 AT 2:00 PM ET
•originally published 07/19/2010 AT 2:15 PM ET
The two, who are expecting their first child, took in the sights at the Calgary Stampede, a world class rodeo held annually – but the actor, 40, seemed to pay more attention to his wife of seven months than to the actual show.
“They were all over each other in the stands,” a source tells PEOPLE about Vaughn and the Canadian real estate agent.
“She was sitting on his lap and he was fondling her back in a very protective manner,” adds the source. “It was really cute.”
As another source told PEOPLE last week, “They’re having so much fun together and they’re so excited to be first-time parents!”
Reporting by LINDA MARX