We have spent Christmas the last couple of years at Jackson Hole, Wyoming. We went on snowmobiles to Old Faithful in Yellowstone, we stopped at one of the water falls on one of the rivers, it was really snowing that day, as we turned to go and get back on the snowmobiles, there was a bald eagle flying up the river toward us. It was a beautiful sight. Also, at Gros Venture, back toward Jackson, there was a bald eagle that hung out an hunted along the river there too. We got some really good pics. This year it hadn't snowed as much yet down in the valley when we were there and one of the last days that we were there we saw a couple of eagles along the river.
Yellowstone is beautiful in the winter with all the snow, if you see it in winter it will ruin you for a summer or fall visit.