Bighorn River Fishing Report: March Madness. I had an excellent day fishing with Ed in Thermopolis yesterday. You can tell that cabin fever has set in with local anglers because Wedding of the Waters was busy yesterday. The fishing and the weather were great. The morning brought cold winds blowing out of Wind River Canyon, but it wasn’t bad once you got on the river. Fish were keying in on small midges, sow bugs, and annelids. To see more photos from our day check out out our Facebook Photo Album.