Jimbo :o
 At times like that, the Bear Spray that many scoff at doesn't seem like such a bad idea?
 I'd consider carrying that on any Yellowstone back country adventure, and MAYBE even a lightweight Backpacker Bear Fence for your night time peace of mind. Bears are very active during the night hours.
I'm sure you'll be fishing, so that adds another concern.
When you see what a bear can do to a big elk, makes you realize how LOW on the food chain humans are ;D
In February 2010, the National Parks will allow legal loaded concealed weapons and in some places open carry(unconcealed). Their working out the fine details now.
Not for everyone, but a nice option to have.