Isn't it illegal to sleep in a car in Yellowstone unless you are parked in a designated campground? Where may I ask did you park your car, perhaps in the parking lots of one of the resorts? Some vans and SUVs are perfect for sleeping in Yellowstone, but the authorities make it very hard to find parking overnight.
I parked my car at one of the out-of-the-way campsites by the Lamar Valley - not actually in a designated camping spot, but in a little dirt parking lot that was at the entrance to the campground (I think there was also a trialhead there). I don't know if that was against park rules or not, but it was after dark by the time I parked there and soon after, I was joined by two other cars who did the same thing. I was up with the dawn and drove out onto the main road just in time to see a herd of bison crossing the road in front of me. Very impressive.