Montana

Helena is a state capital, but the most populated city is Billings.

An excerpt from the article 35 facts about Montana
Helena was established as a gold camp during the Montana Gold Rush on October 30, 1864. 

Because of the gold rush, Helena became a prosperous city where many millionaires lived. Thanks to the wealthy citizens, the town developed with aesthetic Victorian architecture housing.

At present, almost 33 thousand people live in the city, making it the sixth least populated state capital.