March 1, 1872
First explored by John Colter starting in 1807, on his return trip from the Lewis and Clark Expedition.
He is considered the first “mountain man” and so by definition he led quite the adventurous life, establishing trade with several Indian tribes and escaping an attack by the Blackfeet tribe by running naked and bloodied through the wilderness until his lone pursuer nearly caught him, only to be killed by Colter (later known as “Colter’s Run” in a retelling by Washington Irving and others).
When he finally returned to St. Louis in 1810 he told tales of steam rising from the Earth — describing geysers — which many people of course did not believe, coining the derisive term “Colter’s Hell” to describe it.
The area would remain largely untouched and un-explored until 1871:
The key to Yellowstone’s future as a national park, though, was the 1871 exploration under the direction of the government geologist Ferdinand Hayden. Hayden brought along William Jackson, a pioneering photographer, and Thomas Moran, a brilliant landscape artist, to make a visual record of the expedition. Their images provided the first visual proof of Yellowstone’s wonders and caught the attention of the U.S. Congress.
Within months it was declared the first national park.
A 45 minute National Geographic video: