I went to school in Missoula and I can verify that there's plenty of yew in Montana. The closest is some scraggly stuff in one of the canyons on the way up to Stuart peak in the rattlesnake. However, you're going to have much better luck in the Bitterroot (a few of the canyons have good stands), the Missions (I remember seeing some incredibly nice yew on the West side, on the reservation) or up near glacier (higher elevations, usually dense stands on steeper slopes with a lot of snowpack). Montana Yew has a very patchy distribution, but in general it seems like the colder, wetter and more shade and/or snow, the better for. Good luck!
Also, the best way to spot yew is the foliage, which is usually denser and darker green than other conifers, often slightly reddish, especially if the tree is growing in sun.