January is typically the coldest month of the winter in Wyoming. While very cold temperatures are not expected in the near future it is instructive to note how cold it actually can get.  While recent weather records are usually quite accurate given the modern day instrumentation and GIS capabilities, errors are being found in some of the older ones. One of those is the Wyoming all-time coldest temperature.  There is a blog post that addresses this authored by Christopher Burt:

For many years there has been confusion surrounding the actual location of the Riverside Ranger Station that recorded a temperature of -66°F on Feb. 9, 1933. This figure has long been erroneously reported as the coldest temperature ever measured in Wyoming (See NCDC site for instance). The problem is that this (no longer existing) ranger station was actually located in the Montana section of Yellowstone National Park. It was situated where the town of West Yellowstone, Montana now resides.

The reason for this confusion originates from the fact that the Climatological Data by Sections USWB report for February 1933 includes Yellowstone National Park in its Wyoming section even though portions of the park, including the site of Riverside R.S., are in Montana and Idaho. If one looks at the station I.D. number (248857) on the Western Regional Climate Center’s station summaries lists we see that the site was established in 1924 (when the ranger station was established) and then continues at the same location in later years as “West Yellowstone, Montana”.

Also, I have personally(Christopher Burt the blogger) visited this area and investigated the location of the ranger station and can confirm that the site was in Montana when it was built in 1924 (by only 200 yards!).

https://www.wunderground.com/blog/weatherhistorian/some-errors-in-the-ncdc-usa-state-weather-extreme-records-data-par.html

The actual record low for the state of Wyoming is -63°F at Moran on that same night of Feb. 9, 1933.

 

This map from 1929 shows the exact location of the Riverside Ranger Station. It is just sandwiched between the border of the national park (the large green border) and the border between Wyoming and Montana (the small dashed border). The name of the ranger station is not given, it just says “ranger station” but this is, in fact, the Riverside Ranger Station (named ‘Riverside’) because it is by the Madison River. One can understand the confusion of the location so far as being in Wyoming or Montana.