A River Runs Through It was supposed to be set in the Missoula. The Horse Whisper was supposed to be set somewhere in Montana. Legends of The Fall was supposed to be set someplace in Montana. None of these are on my personal list of favorite movies, and none of them are as action packed as Yellowstone, but I find all of them way more watchable because they are actually believable.
And I'll quickly add Jeremiah Johnson to that list (I remembered that one and the character Will Geer played a little bit after reading the grizzly bear posts).