Sleigh Rides A sleigh ride in West Yellowstone is like stepping into a winter fairy tale. Families of adventurers and couples on a romantic getaway alike can cozy up in the back of a sleigh to marvel at the snow-covered forests and mountains. Enjoy the enchantment of winter in Yellowstone as you sip hot cocoa and listen to the song of the horses’ hooves carrying you through the heart of this classic destination.