Come and stay at the Gamblerâs House in beautiful southwestern Montana! Our home is about 5 minutes outside the charming town of Dillon. Stay in a quiet home with 365° mountain views and beautiful valley views overlooking Dillon! Dillon is situated in a sweeping valley where the Big Hole and Beaverhead rivers converge. Beaverhead River is a blue-ribbon trout stream that's a favorite for fly fishermen.