Pryor (Crow: Baáhpuuo)[3] is a census-designated place (CDP) in Big Horn County, Montana, United States.

[5] The area is named for Nathaniel Hale Pryor, a sergeant in the Lewis and Clark Expedition.

The Chicago, Burlington and Quincy Railroad built a line through the valley in 1900.

The racial makeup of the CDP was 12.58% White, 84.87% Native American, 0.16% Asian, and 2.39% from two or more races.

13.9% of all households were made up of individuals, and 6.0% had someone living alone who was 65 years of age or older.

Pryor Public Schools educates students from kindergarten through 12th grade.