Wilf Carter (who also called himself "Montana Slim" in the U.S.) was one of the people who popularized the yodel in cowboy music, although he likely didn't invent it, unless it was an independent invention. He tells a story of having gone to see an entertainer called "The Yodelling Fool" when he was 10 years old in Nova Scotia, and was so taken by yodelling that he learned to yodel himself. Later on (around 1930) he travelled to Calgary, and found work as a leader of trailrides in the Rockies, and led singing around the campfire at night. Possibly the mountain environment lent itself to yodelling. He already had a singing career on local radio at this point; in the interview I got this information from (Canadian Folk Music Bulletin, June 1987) he doesn't go into how much of his repertoire consisted of cowboy songs before he took on the trail rides, and whether he yodelled as part of that repertoire. However, local contry music shows in Calgary in the '30s likely included a lot of cowboy repertoire.