Shoshone River between Cody and Yellowstone, Wyoming. The Shoshone River is a 100-mile (160 km) long river in northern Wyoming in the United States. Its headwaters are in the Absaroka Range in Shoshone National Forest. It ends when it runs into the Big Horn River near Lovell, Wyoming. West of Cody, the river is impounded in Shoshone Canyon by the Buffalo Bill Dam. Photo by Kathy Alexander.