Pryor is located 35 miles south of Billings on the Crow Indian Reservation and is the site of Chief Plenty Coups State Park and is adjacent to the Bighorn Canyon Recreation Area. Named after the Pryor Mountain Range that lines the Montana-Wyoming border, Sgt. Nathaniel Pryor was a member of the Lewis & Clark Expedition that came through this area. These mountains are famous for the herd of wild horses that roams the area, and can be seen at the Wild Horse Range that is set aside for their protection.