You know, I've been up to that area of the country before. There's a lot of wilderness area where humans haven't visited in years, if ever. Seems like it'd be real easy to make something disappear in to those wilds. Last I checked, Montana is about as much cowboy country as Oklahoma is, an 'round these parts at least, we aren't afraid of breaking out some old-school justice like they did back in the day.
Also, ain't there a lot of moose and bears up there? Wonder if we can tranq' a moose long enough to tie this guy to it's antlers and then let it run free in the woods.