Billings, MT is the closest airport and Bozeman, MT is a great option as well (usually has more affordable flights)

Besides the places listed below, there's a few hotels in Laurel (30 minutes from the venue), tons of options in Billings (45 minutes from the venue), and Red Lodge (50 minutes from the venue) is a quaint mountain town with some great places to stay. Be sure to check out Airbnb for more options of places nearby as well.