Within the the town of West Yellowstone itself there are two places to rent cars--a must if you are planning on visiting Yellowstone National Park as there is no public transportation within the Park itself.  Big Sky Car Rentals is located in downtown West Yellowstone and offers customers free pick up from the airport or hotel.  Also available, Budget Rental Car, has two West Yellowstone locations, one on Dunraven Street and the other at West Yellowstone Airport.  They also offer free pick up locally.  At the Yellowstone Airport there is also AVIS Rent A Car.  They have a complete line of new cars and SUV's.  They also offer one way rentals to most any place you want to go.  With free local pick up and delivery.

Z Best Transportation (406-640-0631) offers year-round taxi service in the West Yellowstone area, including airport shuttles and charters. They can also drop off at locations in Yellowstone (authorized concessionaire).

Many of the local hotels and guest ranches offer shuttle service to and from the West Yellowstone Airport. There is also a taxi service within West Yellowstone (West Yellowstone taxi).  Shuttles (for Yellowstone Park tours) are also available from and to the BIg Sky area through "SeeYellowstone" tours and Buffalo Bus Tours. SLASH provides shuttle service from the Salt Lake City, Utah and Idaho Falls, ID airports. Karst Stage provides shuttle service in the winter to and from the Bozeman, MT airport.

There are also numerous Yellowstone Park tour providers offering free pick-up and delivery from your lodging. 

There is some transportation within the park during the summer http://www.linx.coop/