In a variability survey of M81 using the Large Binocular Telescope we have discovered a peculiar eclipsing binary (MV ≃ −7.1) in the field of the dwarf galaxy Holmberg IX. It has a period of 271 days and the light curve is well-fit by an overcontact model in which both stars are overflowing their Roche lobes. It is composed of two yellow supergiants (V − I ≃ 1 mag, Teff = 4800 K), rather than the far more common red or blue supergiants. Such systems must be rare. While we failed to find any similar systems in the literature, we did, however note a second example. The SMC F0 supergiant R47 is a bright (MV ≃ −7.5) periodic variable whose All Sky Automated Survey (ASAS) light curve is well-fit as a contact binary with a 181 day period. We propose that these massive systems are the progenitors of supernovae like SN 2004et and SN 2006ov, which appeared to have yellow progenitors. The binary interactions (mass transfer, mass loss) limit the size of the supergiant to give it a higher surface temperature than an isolated star at the same core evolutionary stage.