โMontana is the state whose neighbors are Idaho, Wyoming, North Dakota, South Dakota, and Canada.โ
Montana
Utah is the US state whose neighbors are Colorado, Wyoming, Idaho, Nevada and Arizona. New Mexico is also a neighboring state, though only at the Four Corners.
The state in question is Utah. It has all five of these states as neighbors.
Montana
Montana borders Idaho, North Dakota, South Dakota and Canada.
State of Idaho
The state of Montana borders Idaho, Wyoming, North Dakota, and South Dakota. The is the only state that is bordered by all 5 states.
Salt Lake City
Montana borders Idaho, Wyoming, North Dakota, South Dakota and Canada. Helena is the state capital in the U.S. state of Montana.
Idaho is the name of a US state, not a capital. Its capital is Boise.
Idaho is a proper noun because it is the name of a specific place, which is a state in the United States.