Yellowstone National Park is at the extremes in terms of weather. It can snow any time of the year. Always bring a pair of warm clothes and rain gear in the summer. Night time temps will be much cooler than day time temps, as opposed to the hot muggy nights at lower elevations in the eastern U.S.

Avg max high/low temp:

January: High 28.6, low 9.6
July: High 79.6, low 46.7
September: High 67.8, low 37