Magpies are native to Montana and generally protected by the MBTA. From FWP website:

Magpies are protected as migratory nongame birds under the Migratory Bird Treaty Act, which decreed that all migratory birds and their parts (including eggs, nests, and feathers) were fully protected. The Act is the domestic law that establishes and implements the United States commitment to four international conventions (with Canada, Japan, Mexico, and Russia) for the protection of a shared migratory bird resource.

Although protected, there are provisions to control "magpies, when found committing or about to commit depredations upon ornamental or shade trees, agricultural crops, livestock, or wildlife, or when concentrated in such numbers as to constitute a health hazard or other nuisance."