However, before we reveal the best places to enjoy a brat and a beer, let's take a look at the most Montana towns in Montana. Gallery Credit: Derek WolfWhere to celebrate Oktoberfest in MontanaThe two biggest Oktoberfest celebrations happen in Big Sky and Whitefish. Big Sky's Oktoberfest is filled with food, fun, beer, and German traditions, including live music and stein holding. This year's Big Sky Oktoberfest takes place this weekend, from September 26th through the 28th. The Great Northwest Oktoberfest takes place in Whitefish over two weekends.