Yellowstone National Park is located in the United States of America (USA). It is a national park primarily located in the state of Wyoming, although it also extends into Montana and Idaho. Let's explore the details of why the correct answer is option 'A'.

Yellowstone National Park in the USA:
Yellowstone National Park is widely regarded as the first national park in the world. It was established on March 1, 1872, by the U.S. Congress and signed into law by President Ulysses S. Grant. The park covers an area of approximately 2.2 million acres, making it one of the largest national parks in the United States.

Location:
Yellowstone National Park is primarily located in the northwest corner of Wyoming. It extends into Montana and Idaho, covering parts of these states as well. The park's boundaries encompass a diverse range of ecosystems, including lakes, canyons, mountains, and rivers.

Geothermal Features:
One of the park's most famous features is its geothermal activity. Yellowstone sits atop a supervolcano, which is responsible for the park's geothermal features such as geysers, hot springs, mud pots, and fumaroles. The most well-known geyser in the park is Old Faithful, which regularly erupts with impressive displays of boiling water.

Wildlife:
Yellowstone National Park is home to a wide variety of wildlife species. It is especially known for its population of American bison, which are one of the park's iconic symbols. Other notable wildlife species found in Yellowstone include grizzly bears, wolves, elk, moose, and pronghorn. The park provides crucial habitat for these animals, contributing to their conservation efforts.

Tourism and Recreation:
Yellowstone National Park attracts millions of visitors each year from around the world. The park offers a range of recreational activities, including hiking, camping, fishing, wildlife watching, and guided tours. The stunning landscapes, unique geothermal features, and abundant wildlife make it a popular destination for nature enthusiasts and outdoor adventurers.

Conclusion:
In conclusion, Yellowstone National Park is located in the United States of America. It is a world-renowned national park known for its geothermal features, diverse ecosystems, and abundant wildlife.