Yes, Bannack is great. It's a state park and has many buildings held in a state of arrested decay. Great photo ops. Virginia City is another close by. Look on the web for Montana mining (or ghost) towns. There is another in the area that looks really good, too. It has period buildings that were moved there to prevent destruction. Can't remember the name.
Can you give us a bit more information on where you will be primarily staying and for how long? I grew up in Southwest Montana and could point you to tons of places but wouldn't want to send you in directions that would not be close enough to where you will be.
Are you primarily interested in shooting abandoned mines and old mining towns? Or are you wanting some amazing landscape opportunities?