Wall Street Journal Report Reveals Montana’s Most Expensive ZIP CodeI’d bet most Montanans are not millionaires. Big Sky Real Is The Wall Street Journal's PickA new Wall Street Journal report looked at the most expensive ZIP codes in every state, and the numbers are enough to make your head spin. Canva CanvaHGTV Says Gallatin Gateway Is The Most Expensive Neighborhood In MontanaThey say Gallatin Gateway, just south of Bozeman, takes that spot in Montana. Now some of you might be thinking, well Gateway is basically just the entrance to Big Sky, and you’re not wrong. LOOK: The 7 Most Expensive Towns To Call Home In Montana Montana is a place many people would love to call home.