The Yellowstone was known universally to the Indians as Elk River, early French explorers called it Riviere Roche Jaune. The Big Horn was called Le Corne.

Captain William Clark of the Lewis and Clark Expedition, on his return trip from their journey to the Pacific Ocean, camped on the east bank of the Big Horn River, Saturday, July 26th, 1806.

The following year, on November 21st, 1807, an expedition led by Manuel Lisa, a St. Louis fur trader, arrived at the mouth of the Big Horn River. He built a fur trading post which he named Fort Remon in honor of his two-year-old son. This was the first building erected in what is now the State of Montana. From here Lisa sent John Colter to make contact with the Indians who were in winter camp to induce them to come to his post and trade their furs for goods. On this journey Colter discovered the wonders of present-day Yellowstone National Park.

In 1876 during the Sioux and Cheyenne Indian campaign of that year, General Terry and Colonel Gibbon marched up the Big Horn River to the site of Custers defeat at the Battle of the Little Big Horn. They arrived two days after the battle. The steamer Far West, carrying supplies, plied the waters of both rivers and brought the wounded from that encounter back to Fort Abraham Lincoln, Dakota Territory.