Monte Walsh was filmed in two main places, depending on which version you mean. The 1970 film was shot in Arizona, USA , while the 2003 remake was filmed in Alberta, Canada.

1970 film locations

The original Monte Walsh used several Arizona locations, including Mescal, Old Tucson, Circle Z Ranch, Empire Ranch, and the Sonoran Desert.

2003 remake locations

The 2003 version, starring Tom Selleck, was filmed in Calgary, Cochrane, Longview, and Redwater in Alberta.

If you want, I can also give you the filming locations for a specific version of the movie.