The Biggest Skiing in America... It's not just about Big Sky, Montana's wide-open, blue skies, endless views, and towering mountain peaks. It's also about Yellowstone National Park's steaming geysers shooting up through the snow, the frost-crusted moose meandering across the meadow, the smiles on the local's faces, the steak dinner cooked to perfection, the snowball fight after a sleighride dinner, and, of course, the skiing.