What part of Wyoming is in Montana??
Montana is pretty big, you know.
Among natives in the region of northwest WY and southern MT, they remember the movement to break away and form another state called “Absoraka:”
http://bigthink.com/strange-maps/301-look-at-the-state-youre-in-absaroka
So yes, old-timers in both Sheridan and Billings think of each other as being “local.” Casper, even tho in the same state, isn’t thought of as “local” to Sheridan, but Billings, the same distance up the interstate in the other direction? Local.