Alaska does not have a state income tax so there is state tax return to complete. As a resident of Montana you are required to file a MT state income tax return if your income exceeds the Montana Filing Threshold.
Montana taxes all income regardless of where the income was earned. If you have not paid MT estimated taxes for 2019 you should start doing so. Assuming that your Alaska employer is not withholding Montana state income taxes from your wages.
Go to this Montana website for making tax payments - https://mtrevenue.gov/taxes/individual-income-tax/individual-income-tax-payments/