@bg1234 As explained by Champ TomD8, if your employer will not withhold Montana state tax from your pay, then you can pay estimated quarterly tax yourself to the state of Montana, then reconcile the amount you paid when you prepare your actual Montana tax return. You are worried about a problem that is not really a big problem---it will just involve a little extra record-keeping on your part.
If, on the other hand, you are being untruthful with your employer about where you live, and are keeping your move to Montana a secret from them, that's a different story that is not tax-related.
**Disclaimer: Every effort has been made to offer the most correct information possible. The poster disclaims any legal responsibility for the accuracy of the information that is contained in this post.**
