Saw this area on a road-trip vacation once. Some huge and dramatic inland dunes/sand hills can be found here:
http://www.dunereview.com/saintanthony.htm(a dune buggy site, but it gives a sense of the setting)
These dunes are located north of Rexburg, Idaho; between Idaho Falls and Yellowstone Nat'l Park. They cover a huge area and in many places are far too large for a setting befitting golf (hundreds of feet high), but along the edges of the dunesland the size is more manageable.
Keith.