I've fell in love with using the Ursack.
@Vegan.Hiker let me borrow one over a year ago, and I've yet to return it. I pretty much use it for my food bag on any trip under a week. So much easier than a canister, and it keeps the mice out in non bear areas.
The Ursack is an approved food storage device in both Glacier National Park and Yellowstone National Park. It is
NOT needed in those parks
UNLESS you intend to camp in an at large, undesignated backcountry campsite. 100% of the designated backcountry campsites in both of those parks have food poles to hand your food on. They will allow you to use a canister or Ursack instead of hanging. I just don't see the point of carrying in a canister though, when hanging your food is a lighter, less bulky option.
Glacier National Park will require you to have the plastic liner inside the Ursack. And yes they will check you to make sure you do, before issuing you a backcountry permit (really only if your camping off trail.) Glacier will also rent you a Ursack (or canister), for free, depending on availability.
The only place in Montana or Wyoming that I know requires a bear canister for backpacking is Grand Teton National Park. I've been told mixed answers over the years about using a Ursack there, but still use it regardless. This year, I was told I needed a "hard sided canister", but they didn't check me at the permit office. I have been told by two different backcountry rangers in the park that they are cool with the Ursack, and wouldn't write a ticket to someone who was using one, even if it wasn't on their approved list. The park will rent you a canister for free. As an FYI, i've had difficulty with Grand Teton in the past when it comes to containers. The Bearikade canisters, which are allowable in Glacier and Alaska, are somehow not good enough for the Tetons.
As another FYI, in November of 2015 I was told by the Needles District in Canyonlands National Park that I couldn't use a Ursack in Salt Creek. I had the backcountry office call their superiors to verify that, which they did. (The person working the backcountry office that day didn't know what the Ursack was). It's possible this has changed since then, especially as the Ursack becomes more known.
The Maroon Bells/Snowmass Wilderness requires bear canisters. There may be other places in Colorado as well. It did specifically say "hard sided canisters", but I carried in a Ursack anyways.
You don't need a canister in the Beartooths or Wind Rivers. The Winds do have some black bear issues in popular places, but you could really just sleep with your food.