Right outside of Jackson, Wyoming is the National Elk Refuge, which was established in 1912. It is the wintering ground for a herd of ten thousand elk as well as eight hundred bison. During winter, the elk come down from the mountains to the Jackson Hole valley where the snow is thinner so they can access grass more easily. You can take a horse drawn sleigh right out to the herd with the Grand Tetons as the the backdrop. Here are some pictures.
Scientific Clearing House 