Cody is an awesome place. It is below the Eastern Gateway to the Rockies and Yellowstone on the East side. As you head west to the Yellowstone on whatever 2 lane hwy(Don't remember the number) you will see a place on the north side of the road with with a graveyard/ 1800's era bldgs and a monument showing Jerimiah "Liver Eating" Johnson on horseback as well as Jim Bridger and others . Some of the bldgs are shot up from the wild western days.
If you keep heading west on the same road you Will enter the Shoshone National Forest before you reach the alltitude of the Yellowstone. The parts I saw were rough but beautiful and loaded with
everthing from Bighorns, Elk, Moose and Mule deer to GRIZZ and black Bear in May.
Buffalo Bill's hunting lodge will be on the right side of the road as you wind your way up towards the entrance to the Yellowstone. (Can't remember the name for sure, but I think it was Penopscott's Teepee) There were a couple of hunting guides back in the 80's who had small lodges along the road if you wanted to spend some time when it was not hunting season, and the rates were reasonable.
Buffalo Bill's Museum is a great place to spend some time to learn about the West while in Cody. All kinds of Firearms from the day and many artifacts and dress of the Indian tribes in that area during the period.
It is amazing how much the terrain and climate changes Between Cody (in the far west side of prarie) and the Mountainous reaches of the Yellowstone.
If I had an opportunity go go back again I would do it in a heartbeat.