In Wyoming you can shed hunt. I don't know why it would be illegal at any time because it is a natural cause of dropping antlers. It is very easy to tell a shed VS Cutting one off a head.

If you find an animal in the forest you must contact the Game and Fish to get an interstate game tag for the deer. They ask you questions and then may or may not come investigate the body for foul play. Most of the time they will tell you to take it and bring it to the office for the tag. It is considered illegal to take a skull due to possible disturbing a poaching scene.