"Montana" is the female figure holding high a torch in a "Statue of Liberty"-like manner which stands atop the dome of the capitol building.
When it came time to build the new state of Montana a fancy new capitol building a commission was assembled to set the wheels in motion. The plan they returned proved to be simply too costly for a state as young as Montana and the initial plans, which called for a $500,000 building, were scrapped. To add insult to injury it seems that the members of the commission also planned to skim a few dollars off the top for themselves, creating a scandal which resulted in all the original plans and documents being hastily disposed of.
Somehow, though, "Montana" got commissioned and sculpted by a Belgian immigrant, Edward Van Landeghem, was delivered to the capitol building and summarily mounted in her proper place atop the dome. Unfortunately, no one had any idea who had created her, or knew much of anything else about her - until 2006.
Today she is listed in the Smithsonian Art Inventories Catalog, control number IAS MT0000231. There she is described thus:
SCULPTOR: Van Landeghem, Edward Joseph 1865-1955
OWNER/LOCATION: Administered by State of Montana 1521 6th Avenue Helena Montana 59601
Located Montana State Capitol Capitol Dome Helena Montana
DATE: Commissioned 1895. Installed Sept., 15, 1901. Dedicated 1902
SUMMARY: Full-length figure of a woman in Classical dress stands atop the Capitol dome. She holds a torch aloft in her proper right hand. Her proper left hand rests on a shield. She wears a helmet on her head.