NPS allows carry of guns in accordance with the laws of the state in which the park is located.
http://www.yellowstoneinsider.com/2...gun-rules-you-can-pack-but-you-cant-shoot.php
Reading through this article is like sitting through an anti-gun love-in! "... the NRA, which is pushing the law as a reason to kill wildlife...." I missed that press release.
What I learned about the measure last year was that it simply forced the NPS to comply with state laws concerning both OC and CC, so that honest, law-abiding citizens could continue to exercise their Constitutional rights in National Parks they same as they do everywhere else.
The press release from Yellowstone NP itself, which starts about halfway down, is more on target: "Hunting, or the discharge of a firearm in Yellowstone National Park continues to be prohibited," "Firearms should not be considered a wildlife protection strategy," and "Bear pepper spray has proven to be a good last line of defense if you keep it handy and use it according to directions when animals are within 30 feet" sound a bit more along the lines of ration and reason.
The most effective measure against bears is storing all foodstuffs in the steel bear-proof containers. I've camped in Yellowstone NP before, and if I were to go again, I'd definately be OCing, but I'd also have a can of bear spray on my left hip, and would use it first.
I do not agree with the author's opinion in the first part of the article that discharge is prohibited under all circumstances, period, bar none. Of course discharge is prohibited. It's prohibited in nearly all cities and towns throughout the U.S., too. Self-defense is, and will remain an affirmative defense throughout most of those cities and towns.
As for National Parks, I think you'd catch some serious flack if you ever had to use a firearm for self-defense. Doesn't mean I wouldn't, though.
Presuming you will be camping in Wyoming, you may OC but not CC as I read it.
You can OC in all three states.