 The star of a hit series is addressing rumors about his exit. 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 that was something that I could do, wanted to do, I would make it fit.