The Vigilantes of Montana by Thomas Dimsdale (1866) is the foundational account of the Vigilance Committee's campaign against the road agents. Dimsdale was a schoolteacher in Virginia City who knew the principals, and his book was written within months of the events it describes. It is transparently partisan — he had no sympathy for the outlaws — but as primary source material it is irreplaceable. Read it knowing you are getting one side of the story.
Hanging the Sheriff by Lew Callaway (later expanded by various authors) takes the opposite view: that Henry Plummer was an innocent man railroaded by a vigilante mob. The book makes a serious legal and historical argument and is worth reading alongside Dimsdale. The two together capture the ambiguity that makes the Plummer story so enduring.
Glengarry Glen Ross is not set in Montana — but Ivan Doig's fiction, particularly This House of Sky: Landscapes of a Western Mind (1978), captures the Madison Valley and the surrounding high country in a way that no travel guide can match. Doig grew up herding sheep in exactly this landscape, and his memoir gives the terrain the weight it deserves. It remains the best literary introduction to rural Montana.
Gold Fever by various authors covers the broader Montana gold rush in accessible popular history form. The 1863 discoveries at Grasshopper Creek and Alder Gulch triggered one of the most dramatic demographic events in American frontier history, and reading about the rush before visiting Virginia City transforms what the preserved buildings mean.