You have to be ok with staying in a super old hotel, and be ok with grossly overpaying for it, but it's a cool vibe.

I've stayed in W Yellowtone and Jackson, and while you can get some cheaper rooms, they are still expensive for what you get, so that's why the last couple of times I've just stayed right in the park. There is a more modern hotel up near the falls. I stayed there a couple years ago and it was fine.