It's time to go fall color hunting. As the season progresses, those fall colors will move their way down into the lower lands. They have a little park by the river where you can sit under the trees and watch the leaves fall to the ground. Lower Falls, Grand Canyon of the Yellowstone National Park Getty Images/iStockphoto loading...Cheyenne, the state Capital is a great place to visit for late fall color. The best way to find fall colors in Wyoming is to follow the rivers.