If you have a UN World Heritage site in your backyard, you should be thinking about this seriously.
Of course we share their beauty. Of course our individual states will protect them. We know them best.
We love them. We understand their value to the state, to tourists, to the world. Our precious spots of unspeakable beauty and awe are OURS. Keep UNESCO'S designation, but keep them out of your land.
Glacier National Park comes to mind. I was there this summer. There are no words under the world's sky to describe the majesty and the unique beauty of the place. Around every turn in the road, the scenery was breathtaking. There were interpretive signs along the way. Some announced, as I already knew, that it was a UN World Heritage site, where you cannot speak freely in case you want to discuss oh, say, "politics".
http://en.wikipedia.org/wiki/UNESCO We in America do not have the mindset necessary to destroy our precious sites of natural magnificence or cultural/anthropological/archeological/paleontological sites. We just don't. We are not deranged imbeciles. We can, as states, protect our own resources in our own unique way. We know what's best.
So, Montana - perhaps you should follow Arizona's lead concerning Glacier National Park. And if you do that, even start a conversation for the coming year, you might spread the idea to Wyoming's management of Yellowstone.