In the United States of America, the Mountain States are a number of states that lie in whole or in part of The Rocky Mountains, and have aspects of their economy or politics shaped by them.
What states constitute the Mountain States is a matter of definition. Colorado, Wyoming, Montana, Idaho and Utah are definitely Mountain States, and New Mexico, Arizona and Nevada could be considered so based on geography, but are usually classified as part of the Southwest. In certain ways, Alaska could be considered a Mountain State, but it is usually classified on its own. Mountain States also might overlap in some areas as Great Plains States or simply Western States.
Most systems of classifying and grouping the United States are inaccurate, but some are less inaccurate than others. The Mountain States do have a number of things in common. The first is that they are the least populated area of the continuous states. They also traditionally had economies that were based on natural resources, rather than manufacturing or services. Along with this, they have been rather conservative politically in recent decades, although this was not always the case---they were once a center for radical unionism. They are also home to some of the most beautiful scenery in the world, and also to a number of National Parks. The tension between the needs of a natural resource based economy and the need for environmental protection has been a source of political tension in the region. Much of the politics in the area remains up in the air after the recent election cycle, where large cracks appeared in the traditionally conservative politics of the region.
Along with their similiarities, they do have many differences, which might be lost on people who have only been over the area on an airplane. The Southwest is shaped heavily by the Hispanic influence, and Native American areas throughout the Mountain States have a separate culture of their own. The metropolises of Denver, Albuquerque, Phoenix and Las Vegas, Nevada are much more part of urban America than they are of the West. Utah has its own culture based on the influence of the Latter Day Saints. And some areas, such as Western Montana, have their own brand of counter culture going.
So as with any classification of American sub-regions, the "Mountain States" can be a helpful guide, but should not be taken too seriously.