The most entertaining museum in Montana should not be missed. It has stellar displays on the geological history of the Rockies, and dinosaur exhibits including an Edmontosaurus jaw with its incredible battery of teeth, the largest T. rex skull in the world, and a full T. rex (with only a slightly smaller skull). Laser planetarium shows are interesting, as is the living-history outdoors section (closed in winter).
There's also a reasonable set of exhibitions on Yellowstone (with an emphasis on Native American culture) and old cars and wagons used to get around the area.
The museum probably won't occupy a full day, but it does have plenty of hands-on exhibits for the littler ones.