Taxes were taken out of my checks for Montana I never lived or worked there and did not file a Montana state return. Have W2C. How do get my money back from MT?

You will have to file a nonresident Montana income tax return. When you get to Montana Portion of Income enter $0 in every box under Montana Portion.

You may want to mail in your Montana return (even if you e-file federal) with a note explaining that your employer withheld tax by mistake and that you never lived or worked in Montana. If you do, attach a copy of your state return (if you have one), showing you reported all your income to another state.

If I mail the return to Montana will that avoid having to amend my federal and state returns that did get filed and accepted already?

You should not have to amend your federal and state returns.   All you need to do is file the non-resident return for Montana.   Filing the Montana non-resident return has no effect on your federal and state returns that have already been filed.    The only reason you are filing the Montana return is to get your money back that was withheld from your pay.