Yellowstone National Park on the lower western section of the "figure eight" loop road.
When conditions are right get to this location early. When I took the photograph there were some 30 people vying for the best positions to get the shot.
Yellowstone has more thermal features than all others combined in the world. Great Fountain Geyser is located alone and erupts on a fairly reliable schedule twice a day. This photograph was taken near sunset just prior to an eruption. Just after sunset the eruption took place.