Montana is a huge state, and Alberta is a huge province. It might help to know exactly where in Montana you will be leaving from, and where in Alberta you need to go. Nearest towns, cities, regions, etc.???
I just did a quick search from Bozeman, MT., near Yellowstone National Park, to Calgary, ALB. and I found no non-stop flights on any US airlines posted for June of 2012. However there could be some non-stops from the "larger cities" in Montana. Also flight schedules could change between now and next summer, too. It does appear that you will be making at least one plane change, though.
To my knowledge, there are no direct flights from any Montana city to Alberta. You would have to change planes in either Salt Lake City, Utah or Minneapolis if you used Delta. If you fly Alaska, you'd connect through Seattle. If you fly United, connect through Denver.
As the previous poster said, MT is a huge state, so when you figure out which part of the state you are leaving from, you'll be able to see your options. If you left from western MT, you might look into driving over to Spokane, WA and leaving from GEG, since they might have flights into Alberta.
Good luck with this. Montana is not necessarily an easy place to fly in and out of, and not cheap either!
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