Wolfe died two and a half months after the vacation ended, and the diary that he kept during the trip was later found in his papers ... and a portion of it was published in The Virginia Quarterly Review the following year. Here's an excerpt from the VQR article, describing one of the three days Wolfe spent in Montana. (The piece misattributes the railroad that runs over Bozeman Pass, but since Wolfe never had the chance to proofread his journal, I guess he can be forgiven for that.)
The town of Gardiner, small and somewhat bleak with a string of Pullman cars that came up in the morning and two Pullman porters coming down the street. Now away along the Valley of the Yellowstone, and at first the bleak denuded hills, the rushing river, the clear fast fish. Then the naked hills enlarging into rolling cliffs and forested (the timber deeper here than Utah—the maternal granite now, no longer limestone—and the valley greening with the widening and clean-watered River of Yellowstone). An enchanted valley now with upslope to the east and right and timbered Rockies going into snow and granite and the cliffs, nude spaciousness. The valley is not so green as Mormon land mayhaps—but thick with grasses yellowed somewhat from the teeth of steers. The nude ranges towards the timbered cliffs, and to the west the miracle of evening light and the celebrated river called the Yellowstone and trees most green and marvelous. It is a scene at once familiar and unknown, with elements like those before in Mormon land but here by some miracle transformed into this Itselfness. There are barns now painted red upon the upland rise of ranges to the east and fading light—and so to Livingston, like places known and come to before.
Supper at the U. P. station and the waitress with the tired face, and yet with charm, reticence, and intelligence. Outside, the walls of rain (the moaning of full rivers lapping at the rear) and the bald hills all about. So out and to the westward, the ripe greenery left behind now and the bald ridges closing in. The rise across the Bozeman Pass, and then the steep descent, the U. P. descending steeply with us, and ascending too, the double-header and then the lights of Bozeman—the broad main street ablaze with power of brightness and abundant light. The hotel, the cafe for hamburgers and milk, and so, bed.