Cimarron Mountain Club is the most expensive "ski resort" - It launched in July of last year with six members each paying $2.7 million for their membership and cabin site and has a few remaining memberships available for $2.8 million.
You have to purchase property with the Yellowstone Club as well, making the minimum cost I posted to be additive of those 3 groups.
Either way, it would be nice to visit fantasyland someday.