Horizon Zero Dawn: The Frozen Wilds

Near the control tower next to the geysers, a sign can be seen for a north-south Interstate highway beginning with a 2. Given that the Banuk Territory is directly north of present-day Denver, this is likely to be Interstate 25, and judging by the scale of the map (and the presence of geysers and hot springs) it can be concluded that the Banuk Territory is located in what is present-day Wyoming, though far to the southeast of Yellowstone National Park. In fact, given the location of the dam, it is likely that "Greycatch" is actually Greyrocks Dam, and the street sign, which is northeast of the dam, is for US-26, which goes west until it meets I-25.

Light from the environment can be seen shining through the mouths of characters even in cutscenes.