During a visit to Yellowstone, we were driving from Norris Geyser Basin to Madison Campground when we approached an area called Elk Park. We saw dark, storm clouds forming in the west with occasional flashes of lightning and decided to stop and have a look. We were seeing cloud-to-cloud and cloud-to-ground lightning. The wind whipped up and lashed against us. We were outside our vehicle recording video and capturing still images, but later had to retreat to our vehicle when the hail came down.