There's a chance the Gallatin River in the Gallatin Valley (towards Belgrade and Manhattan) will be fishable, and I think it's a good winter fishery (when the ice isn't covering it - which it is already after our brief arctic spell this week - it's literally ice from high-water mark to high-water mark where I'm at west of Belgrade). But really, I'd recommend the Lower Madison River, specifically Bear Trap Canyon. It's a tailwater so it remains mostly free of ice, especially the closer you get to the dam, and it's an excellent winter fishery.