Yellowstone National Park, widely regarded as the first national park in the world, is located in the United States of America. Here is a detailed explanation of why the correct answer is option 'C':

Yellowstone National Park: An Introduction
Yellowstone National Park is a vast protected area located primarily in the U.S. state of Wyoming, although it also extends into Montana and Idaho. Established on March 1, 1872, by the U.S. Congress, it covers an area of approximately 2,219,791 acres (or 8,983 square kilometers). The park is renowned for its natural beauty, geothermal features, and diverse wildlife.

Historical Significance
1. The establishment of Yellowstone National Park marked a significant milestone in the history of conservation and the concept of preserving natural areas for public enjoyment.
2. It was the first national park to be created not only in the United States but also in the world.
3. The park's establishment set a precedent for the conservation of other natural areas globally.

Geographical Location
1. Yellowstone National Park is primarily located in the northwest corner of Wyoming. It also extends into Montana and Idaho.
2. The park is situated atop a volcanic hotspot, which gives rise to its unique geothermal features, including geysers, hot springs, and mud pots.
3. It is surrounded by the vast wilderness of the Rocky Mountains and is home to the Yellowstone River, one of the longest undammed rivers in the contiguous United States.

Natural and Cultural Heritage
1. Yellowstone National Park is renowned for its extraordinary natural features, including the famous Old Faithful geyser, the Grand Canyon of the Yellowstone, and the Yellowstone Caldera, one of the largest active volcanic systems in the world.
2. The park boasts a diverse ecosystem, with various habitats supporting a wide array of wildlife, including grizzly bears, wolves, herds of bison and elk, and numerous bird species.
3. Yellowstone is also significant for its cultural heritage, as it has been inhabited by Native American tribes for thousands of years. The park contains numerous archaeological sites and cultural artifacts.

Conclusion
In conclusion, Yellowstone National Park, recognized as the first national park in the world, is located in the United States of America. Its establishment marked a significant milestone in the global conservation movement, and it continues to be a treasured natural and cultural heritage site.