As you head into the park from west, along the madison, there is a "Wildlife Viewing Area" on the right, before you get to Madison Campground. Just after that the river takes a bend to the right and you'll have to walk down a hill to get to it.
Hint.
Some deep undercut banks in that area....
Nice now that you are allowed to carry guns in the park, but I know you wouldn't catch my ass in the willows along the Lamar after dark...