You can read a full account of his travels at http://richardonabike.blogspot.co.uk
I have just passed from Montana into Wyoming, through the Yellowstone and Teton Nation Parks. These areas were both breathtaking.
I was told I would not like Yellowstone due to the number of visitors, but it seems I have hit the end of season. A ranger told me that July / August are about 4 times busier than September. That would have been horrendous on a bike!