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Coordinates: 45°18?24?N 107°57?29?W? / ?45.30667°N 107.95806°W? / 45.30667; -107.95806 Yellowtail Dam in Southern Montana, USA is one of two dams on the Big Horn River. It was completed in 1965. The dam creates the Big Horn Reservoir which is mostly in Wyoming. The dam has been a source of controversy between Wyoming and Montana interests related to water usage.