First time to Buffalo Bill state park was over the weekend. Cool spot on the way to or from Yellowstone, near Cody WY.  

If you have never seen the rock formations on the way from Cody, WY to Yellowstone National Park, it is a must see. It's awing and of course sparks your curiosity as to why they form like that. Virtual Tours, off the beaten path of Cody, has some great photos. I was on the passenger side and couldn't get a good picture myself.

Once you start seeing those formations thin out you start seeing some big cliffs. With a lake Buffalo Bill State Park looks like a great day spot for the locals and tourists alike. With 99 camp spots and the shoshone river right there too, it sounds like a fun time.

Plus while you are so close try to take in a rodeo in Cody or the Stampede for a good time. Great area and a fun little vacation that doesn't take too long to get to.