Canada.
To the north Montana borders Canadian provinces British Columbia, Alberta, and Saskatchewan.
Canada shares Montana's northern border.
The country you seek is Canada.
South Dakota shares its northern border with Nebraska.
Japan is an island nation that shares a border with Russia. The two countries are connected by four islands in the Kuril chain, known as the Northern Territories in Japan and the Southern Kurils in Russia.
Germany shares a border with the Rhine islands.
Connecticut is north of New York's maritime border
Oklahoma shares most of Texas's northern border.
The state that shares a northern border with South Dakota is Nebraska. The capital of Nebraska is Lincoln.
Mexico
Finland
The area that shares a border with Sudan.
There is no Australian state which shares a border with all other states. No state except for Victoria shares a land border with Tasmania. South Australia shares a border with all mainland states and the Northern Territory.