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Yellowstone National Park
Yellowstone National Park is a fly fisherman's paradise.  The park is filled with numerous lakes and steams and has a wide variety of trout that seem to grow to unusually large proportions in the fertile waters of the park.  Yellowstone is home to only one native species of trout, the cutthroat; but there are three subspecies of cutthroat present in the park including Yellowstone Cutthroat, Snake River Fine Spotted Cutthroat and Westslope Cutthroat. Out of these subspecies, the Westslope Cutthroat has not faired very well in the park and currently there is only one pure population of them in the park.  There are also native whitefish in the park and grayling (all native fish in the park must be released) in the park and a number of non-native trout, including Rainbow, Brown, Brook and Lake Trout.  This page covers a couple of the waters in the park that I have fished and what I thought of them.  
Gibbon River
Soda Butte Creek
The Gibbon River begins as it exits Grebe Lake (Below), it than proceeds to flow into Wolf Lake.  Both of these to lakes contain Rainbow Trout and Grayling.  Below here the river is small and difficult to fish, but contains Rainbow, Brook Trout and a few Grayling.  My experiences with the Gibbon River are in the area around Norris, where the river contains both Brook and Brown trout.  Fishing the river in the meadow section near the campground can be difficult at times, as the river gets a lot of pressure and the water is very clear, so it is important to keep a low profile and a good presentation.  I found that hopper patterns were fairly effective in this section, but other dries and nymphs should not be overlooked, especially when a hatch is in progress.  Upstream from the campground on the left fork of the river there are numerous Brook trout that make for some fun and fairly easy fishing.  This is a great river that is fun, yet challenging to fish. 
Soda Butte Creek is a tributary to the Lamar River in the Northeastern part of the park.  While the upper sections do hold fish, the area below Pebble Creek tends to be the most productive.  This creek gets a lot of pressure, so when fishing it, it is best to find a section that is as far as possible from the road (which holds true for all park waters).  Even when fishing sections far from the road, it is not unusual to constantly low and high holed on this stream.  Soda Butte holds Yellowstone Cutthroat and a few Rainbow trout.  When I was fishing this creek, I found that the fish tended to be most concentrated near the banks, and in slower water in the meadow sections however, it is always worth checking any likely looking spot.
The cutthroat in this creek generally are not overly picky so attractor patterns work good such as Turck's Tarantula or Royal Trudes.  Also it is important not to forget about terrestrial patterns such as hoppers or ants.  For nymphs it is hard to beat a lightning bug, copper john or a prince nymph.  I did good fishing a dry fly and a dropper set up with a size 8 Turck's Tarantula and a size 16 beadhead Lightning bug.  The scenery alone on this creek makes it worth fishing, there is nothing quite like fishing somewhere and looking around to an antelope running across the meadow or a bison grazing.