Food is cheaper there and they have more variety. You can keep the cooler in your hard-sided car, hotel room, or one of the bear boxes in the campgrounds. Yellowstone bears don't seem to break into cars like in Yosemite.
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Let's take a look at a few things NOT to do in Yellowstone National Park: Never approach (or pet) wildlife. Never go into the hot springs. Never leave the bear spray in the car.
Hot springs have injured or killed more people in Yellowstone than encounters with wildlife. Boardwalks and trails are there to protect visitors, and off-boardwalk hiking is very dangerous - scalding water underlies most of the thin, breakable crust around hot springs.
Hot springs have injured or killed more people in Yellowstone than any other natural feature. Keep your children close and don't let them run. Animals that become dependent on human food may become aggressive toward people and have to be killed. Keep all food, garbage, or other smelly items packed away when not in use.
If you do any hiking or camping in Yellowstone, you SHOULD bring bear spray. Generally, you don't need bear spray when visiting the popular and crowded geyser areas and villages, such as Old Faithful and Canyon Village.