Insulation can be a good thing (but not necessary) if you have lots of wind... from the very short times I have been in Wyoming... there was lots of wind.What do you do for ventilation? We live in Wyo and have never had a problem with frostbite or comb problems nor losing a hen to the cold -however we are building a new coop and my husband is going back and forth about insulation. In our old coop I believe he had used cardboard for insulation and they had straw and shavings in their coop. He is now considering fiberglass insulation between the plywood wall and yucca board "paneling". We are now considering sand for bedding but don't know how well this will work in Wyo as well!
If you do put insulation in, be very careful about setting it up since ridents love to make huge homes in insulation.
The only coop I put insulation into has a layer of hardware cloth sandwiched in between the frame and outside cladding on the bottom and up 2 feet. It has been successful in keeping out rodents.
Anyway... with lots of wind, it is nice if all winter ventilation is on only one side of the coop, like in an open air Woods style coop.