 addressing rumors about his departure. Debra Rodriguez reports. I love Montana, but I'm doing this for our family. Kevin Costner is shooting down speculation he left Yellowstone over a power struggle with the show's creator, Taylor Sheridan, and he says he doesn't rule out a return. The idea of going back, I would do that in a second if I felt it was something that I could do, wanted to do, I would make it fit.