Land Between the Lakes in KY is a large, protected area between Kentucky Lake and Lake Barkley. One section of it is a bison and elk refuge that you can drive through. If you get lucky, you can get really close for some good pictures.
This baby was so young it still had some umbilical cord hanging from its belly. They were headed right for our van, too. They ended up walking within a few feet of us - too close to use my 70-200mm.
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There's a buffalo park a few hours from me. When my sister and I were kids, my family went there for a little bit. The buffalo were inside a big, fenced-in area. For some reason, my sister decided to yell "Hey stupid!" to the closest one. It, of course, charged us. Fortunately, the fence was strong enough to stop him. I was scared of buffalos for a while after that, but got over it.