In Thermopolis, as in most of the Rocky Mountain West, weather can be a fast changing thing, and temperature  extremes are quite common.  However, due to Thermopolis' sheltered location and low (for Wyoming) elevation, it is often called "Wyoming's Banana Belt" (but don't expect to see many banana palms).

Perhaps the best thing about the climate is that the sun is usually shining -- there are few prolonged periods of cloudiness, and the skyscapes are often spectacular.  There is a quality of light here that shows off the mountains and canyons to  best advantage.

Snowfall is usually light, and most of the time does not remain on the ground long.  It's not unusual to play golf in the winter, and swimming outdoors in the hot springs pools is often possible even on cold days.  Most moisture comes in the spring, from March to June.