Fishing has been very productive on the Yellowstone River with PMDs, Flavs, caddisflies, and golden stones have been coming off. You can also get fish on the standard nymph fare recommended for the Madison. The problem is getting there and back. You should definitely leave early in the morning. You’ll beat the traffic and get there in time for decent dry fly fishing. Then you have to drive back. Yuck! The Gallatin River is another great option. It rarely gets a lot of traffic and you can’t go wrong.