Where’s A Great Haunted Place In Montana To Spend The Night?

Ever watch a horror movie where there's some horrible things happening and everybody in the movie seems to be aware of it except for the one guy who doesn't believe in that sort of thing?  Well...I'm that guy.  Believe it or not, I'd love to change that this Halloween season.  Kaitlyn and I are down for staying in the "most haunted" place we're allowed to inhabit for a night.  It won't be just of course (neither work nor Kaitlyn's boyfriend would be down with that) and it has to be a place where people are allowed to be - we're not sneaking in to anything.

So, where would you recommend?  We're willing to drive a little bit if need be, or something right here in Billings will work just fine.  I'm hoping to here from people who have personally experienced some unexplained events, so if you've got a great ghost story, feel free to share.