Yellowstone in the winter, a great place for photography, but it has it's challenges, cold weather. There is much information available on line about cold weather photography (example here). I will not repeat it. However, a few cold weather photography problems I did not anticipate or read about on line I learned to solve the harder way:

Although it's amazing how well modern cameras perform in extreme cold weather, nevertheless, we should help modern technology along.....

Carrying gear: while skiing it is best not to have stuff loosely hanging on your body. Your camera needs to be easily and quickly available for capturing fleeting moments, particularly true for wildlife photos, and protected from the elements. I found that a camera holster that can be strapped to my chest with a harness is best. I use the Lowpro system, I like the harness fit and the available holster sizes that accommodate large zooms with room to spare, and an outside pocket. Imagine you are on skis, it's cold, you have gloves on, you spot an eagle perched on a tree top... you want to whip it out compose and shoot. The camera needs to come out easily and smoothly, remember your strap is not around your neck, or wrist, if the camera is snagged somehow on the way out, in the excitement, you can drop it in two feet of snow, your photo day and perhaps the trip is over. So, make sure the holster is large enough, practice at home with your down parka and gloved hands and see how it works. (I did not, they looked fine in the store, I have two useless holsters in my closet.) Look for size, pocket, zipper closure and, yet, easy to unzip. A need for a zipper has to do with wind blown spindrift, fine sand like snow that gets into everything. You do not want it drifting into your camera. Lowpro has a build in weather proof cover that is perfect for such conditions.

Keeping it warm: A few degrees warmer makes for a longer battery life and smother operations of the zooms and other camera parts. Remember you need extra room in the holster? it's for a chemical warmer. Put it on the bottom and it keeps your camera toasty, makes you wish you could crawl into your holster. The front pouch on the holster is a good place to store a lint free cloth for wiping the lens and other parts of the camera and extra chemical warmers.

Pole hook: What??? you must say, so you stop to take a picture, what do you do with your ski poles? try to stick them in the snow? Usually the poles deliberately trick you, they look like they will stick, and as soon you let go.... slowly they collapse onto the snow. So what? bend down to pick'm up after you are done shooting. If you left the camera strapped around your neck and sort of not paying attention, the camera ends up in the snow and there is no way you can pick up the poles without getting some snow on your gloves, you do not want moist or snowy gloves near your camera. A carabineer hooked on your backpack's shoulder strap provides an excellent hook for your poles. You can hang all kinds of other stuff on it as well, mittens, snack pouch.. what ever. (Here is my setup)

Changing lenses, film or CF cards: Digital "film" really is the way to go in cold conditions... 36 exposure before you have to change film vs. 115 in raw or 325 in fine JPG on a one gig card. No contest. But, all kinds of advantages to film as you know, so if you have to change any type of film, or lenses, in a snowy or windy spindrifty kind of day and there is no real shelter.... a fifty five gallon white trash can liner does the trick. Put it over your head and everything else and open your camera safely. (If you carry extra lenses put them in their own lens pouch in your back pack, don't carry one of those photo backpacks with all the gear in it that you need to open up and expose everything to get a lens out. Save those gear carrying means for the summer.)