BIG WARNING! They shut down a stretch of Yellowstone that makes for a very long drive to old-faithful if you come in from the south or east exits. Really recommend checking out the
Yellowstone NPS website. You can also check on the other national parks in the area and see if they have any other things going on drive wise. It also gets very cold in late September in the high country. Camped there a couple years back and it got down to around 9 or 8 degrees at Grant village at night. Never had snot freeze to my face before, but there's a first for everything! But the days were a pleasant 70 or so degrees.