Lester Cohen/Getty Images for Omnipeace Foundation While news that Kevin Costner 's wife of 18 years, Christine Baumgartner , had filed for divorce came as a surprise to fans, People reports it wasn't a surprise to those closest to her. The Yellowstone patriarch had been pivoting away from that hit show — in fact, it was just announced Yellowstone will be ending when season 5 finishes — to another Western he directed and starred in, called Horizon . While the former show is shot in Montana, the latter was filmed in Utah.

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