I went in October 2011,at that time,it was cold in the mornings,in South Dakota and Wyoming,the morning at Little Big Horn was pleasantly warm and sunny.As we headed towards Yellowstone,there were dark clouds over the Park,and the overnight stop in Cody was a bit sleety when we arrived.The next morning was bright,but,chilly,snow was on the ground,and apparently there had been a lot more in the south towards Grand Teton Park.After stopping overnight in West Yellowstone,the next morning was misty,but,the road south was open,and the weather improved the further south we went.Around Old Faithful,it was sunny,but ,the snow hadn't completely melted.
The following in morning in Jackson,it was again misty as we set off,but,from then on the weather got warmer.