Yellowstone Lake Cabins, Mammoth Cabins and Old Faithful Cabins in the park all allow dogs - i.e. - it's no problem in the park, you're just not going to stay in one of the hotel buildings - like the Old Faithful Lodge - you've got to stay in one of the adjaced cabins - which are just fine and very peaceful. I got all of my information before my trip from this book, The Suburbanite Adventure Travel Series, which just a hilarious book, but it gave us all the information on this kind of stuff - dogs, trails for dogs, just tons of stuff for a good trip.
Hope that helps!
P. Hogan