While this is interesting, I think assuming Montana is just automatically a Republican win is a bit odd. They currently have a pretty liberal, Democratic governor. In 2006, they elected liberal populist John Tester to the United States Senate. I think part of it is, simply, ignorance. It's a big, mostly empty, rural state out there in the Rocky Mountains, so it must be Republican. That it has been trending Democratic for a couple years and more is just not part of the equation to some political prognosticators.
While we are still twelve days away, anything can happen, and this is just one poll, it does show the way Obama is not only solid, but has all the momentum.