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2 Queens, Refrigerator and Wet Bar. Here in Montana's Big Sky country, the best lodging comes in a small package. River Rock Lodge is the best-kept secret in Big Sky and Yellowstone country with 29-rooms combining the luxury of an upscale hotel with affordable rates close to skiing, fly-fishing and more. We've blended the ambience of a mountain cabin with modern amenities together into a warm and inviting lodging experience. Discover Big Sky River Rock Lodge, where big country comes at a small price.