This is the very first jail ever built in Montana Territory.
When the gold rush was at it's peak, jails were not used. Nobody wanted the responsibility of guarding prisoners when they could be working their claim! In 1863, Henry Plummer was elected Sheriff, and he had this jail built.
The view from the tiny jail window faces the gallows far off in the distance (where Henry Plummer was later hanged by Vigilantes after it was discovered that the Sheriff was, in fact, the leader of a murdering gang of robbers).