While these two museums are unconnected (and charge separate entry fees), they're located next door to one another and are both home to impressive collections of dinosaur relics. As a county museum Phillips also focuses the heritage of the region with displays relating to native Americans, pioneers and cowboys, including a bunkhouse, schoolhouse, church and mercantile. The Great Plains Dinosaur Museum is, as its name suggest, dedicated entirely to Montana's largest-ever inhabitants.
If you go:
Phillips is open all year round; GPDM is open from April to September.
Links:

US Highway 2
Malta, Montana 59538 USA
Phone Numbers:
Phillips County Museum
+1 (406) 654-1037
+1 (406) 654-1037
Great Plains Dinosaur Museum
+1 (406) 654-5300
+1 (406) 654-5300