Yellowstone - fly to JAC (Jacksonhole), not Cody.

You dont want to fly to those small towns such as Cody or Billings...

JAC is served by Jets, not just RJ, but also 737s.

UA, CO, have connections at DEN or SLC. AA from DFW.

I am not even sure Cody is served by small, communiter planes. I know Billings is.

From JAC, you basically go thru Grand Teton and then to Yellowstone, and is the smoothest way.