Insurance? What's that? We don't need no steenking insurance over here! As far as I know, there is no specific rule in National Parks about having insurance. However, the states do require at least liability insurance for any on road vehicle, which would cover any paved road within a Park. Since you must have a street legal vehicle to ride in a Park, I think that a ranger could conceivably ask you for your card, even in the dirt. I've never heard of it happening, though. I have my TW insured for liability only, at about $65 a year, but the BMW gets full coverage.