Thermopolis straddles a north-south highway with two designations: US Route 20 and Wyoming State Route 789. Wyoming State Route 120 from Cody terminates in Thermopolis.
Cody is the nearest city with commercial air service. The next closest is Casper.
It's a small town that can be covered on foot, but if you want to travel in style, use horse and buggy. Wyoming Carriage and Taxi, +1 866 646-2723,  runs sightseeing horse-drawn carriage rides in town during the summer months.