公园前面应该是不加，at Yellowstone Park.
博物馆美术馆前面要加, at the Natural History Museum.
动物园和桥梁，
Examples in American English of bridges and zoos:
the San Francisco-Oakland Bay Bridge
the Golden Gate Bridge
the Brooklyn Bridge
the San Diego Zoo
the Bronx Zoo
Generally the article is used.
http://pleasure-of-english.blogspot.com/2012/08/53-definite-article-the.html
https://reurl.cc/gW55rb
https://www.englishclub.com/esl-forums/viewtopic.php?t=68850
至于超市，
When the supermarket's name looks like a family name, people around here tend
to use the possessive: I live near Kroger's. Many supermarkets have
possessive names like Tom's or Dot's which also don't allow an article.
Otherwise, we use the article appropriate to the situation: My house is near
the IGA; We used to live near a Safeway.
https://reurl.cc/4a99lK
百货公司和医院
https://reurl.cc/83mkxj