The Montana Historical Society has an extensive collection of biographical materials. There is no statewide biographical index or major manuscript collection. You may find information in the biographical sections of state, regional, and county histories.
Representative biographical encyclopedias for Montana are:
Progressive Men of the State of Montana. Chicago, Illinois: A. W. Bowen and Company, 1901. (FHL book 978.6 D3p; film 1000176.) This book is online at: http://www.lib.umt.edu/gsdl/cgi-bin/
Stout, Tom. Montana, Its Story and Biography. . . . Three Volumes. Chicago, Illinois: American Historical Society, 1921. (FHL book 978.6 H2s; film 1000175.) There is also an every-name index (FHL book 978.6 H2s Index, film 1320700 item 3.) The index is online at: http://www.rootsweb.com/~mtlincol/stout.htm
Brief biographies of settlers who arrived in Montana before the territory was established in 1864 are found in James U. Sanders, Society of Montana Pioneers: Constitution, Members and Officers, with Portraits and Maps, Volume 1 (Akron, Ohio: Society of Montana Pioneers, 1899; FHL book 978.6 C4p; film 1000177 item 3). This book is online at: http://content.ancestry.com/iexec/?htx=BookList&dbid=28876&offerid=0%3a7858%3a0. This is a subscription website.