So what's so special about Montana? Well, I'll give you just one reason, and it's actually about half a mile into Wyoming, but I can't soak here without thinking I'm in Montana, so that's where I'm putting it.
Right on the edge of Yellowstone National Park is the Boiling River, which is actually more like the confluence of the Gardner River and a boiling creek, known as the Boiling River. It's a pleasant half mile walk from a small gravel parking lot with a pit toilet, then a short clamber down a dirt path, under a ledge to change, and a few more steps into a great soak. You can vary the temperature from cool to hot by moving a few feet in any direction. You have to watch for the strong currents of the cold river and the scalding temperatures of the hot creek, which you can see here flowing in from a few feet up on the right, but it's well worth it. The soaking is spectacular.
And visit Yellowstone while you're nearby. There's boiling water flowing all over the place.