Camp at Bannack State Park, site of Montana's 1st Territorial Capital. Road Agent Campground is one of two campground at Bannack State Park. Bannack state park is a nice state park, see how the early settlers lived in this old mining town and former Montana Capital. Road Agent Campground has eight campsites with one vault toilet. Campsite sits among mature cottonwoods. Prices are a little steep, $18 for residents, $28 for non-residents.