Typically Harlequin Ducks are found in coastal waters but in the spring they do migrate inland. Yellowstone National Park is thought of as being the southern most inland area where you can find them. Harlequins prefer fast moving water, which makes LeHardy Rapids an ideal spot to find them. But, timing is everything. This section of the Park opens in early May and by the end of the May the Harlequins disappear. These photos where taken on May 20 and the numbers were down to one pair, plus a lone female. Five pairs were reported just a few days earlier and before that there had been many more. For photography the best time is between 2 and 4 in the afternoon to get the best light.
If you are going to be in Yellowstone during May (the earlier the better) to sure to look for the Harlequins at LeHardy Rapids.