Williston, North Dakota56.7 miles from Sheridan County, MT
Built in 1915, the Old Armory is said to be haunted. Some folks claim the mannequins move aroung and unintelligible whispers are heard here. Rumor has it that a former staircase in the basement, now sealed, is guarded by the apparition of a soldier.
Weyburn, Saskatchewan71.8 miles from Sheridan County, MT
Souris Valley Mental Health Hospital opened in 1921, the area's largest and most expensive building at the time. Apparitions of former patients are said to wander in the building, the grounds and even the tree branches. Screams, bangs, odd lights and shadow figures have been reported by witnesses.
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In the meantime, here's a list of all haunted places within 100 miles of Sheridan County, Montana.