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Brad Pitt, Robert Redford, Harrison Ford, Dennis Quaid, Jeff Bridges and me. In my everyday London life, I am usually compared to such movie hunks only in my own mind. But as I sit astride a horse in an epic Wild West valley, I am undeniably following in the footsteps of these modern American icons.

Because this is Hollywood-on-the-range: Paradise Valley, Montana. Jeff Bridges, Dennis Quaid and original screen rebel Peter Fonda have ranches just down the road. Robert Redford, Harrison Ford and former Batman, Michael Keaton, hang out in nearby Livingston.

It’s true cowboy country, or at least men-who-play-cowboys-in-films country; the American West I dreamed of as a child watching Saturday morning Westerns – wild soaring and breathtaking, the sort of landscape Cinemascope was invented for.

Montana is still the wildest of the western American states. Temperatures plunge to minus seventy in winter and soar to over ninety in summer. Wolves and bears still roam the hills. Gun-ownership is at 50% (Montanan bumper-stickers read “Keep Honking, I’m reloading!”). It’s a fantastically empty place, three times the size of England, with just 800,000 inhabitants. And at the end of the valley is mainland America’s greatest wilderness – Yellowstone National Park, a mere 45 minutes drive south.

Yet, for all this space, Paradise Valley is no frontier hicksville. The recent influx of celebrities has brought a certain sophistication. You can get cappuccinos and fine wines, and stay in hotels such as “The Historically Romantic” Chico Hot Springs, with award-winning cuisine and luxury spa treatments.

I fall in love with Chico Hot Springs the moment I step into its Victorian lobby. There are stuffed deer and buffalo on the walls, an ancient grand piano, and bubbly Polish receptionists. Out the back is a large swimming pool, fed by thermal water, where you can sip beer whilst doing laps in water that’s a constant 98°F.

I wander into the shadowy saloon, where poker machines blink and rock music blares. This is where Jeff Bridges met his wife Susan (who was a waitress here) and Dennis Quaid sometimes plays with his band The Sharks. It’s been a hang-out for Hollywood seeking isolation since the current owners Mike and Eve Art bought it in the seventies. Steve McQueen once checked in under the moniker Howard Schulz, until one night he had a few drinks and inadvertently revealed his real name to a local cow-hand. The cow-hand looked at him and asked, amicably, “and what line of work are you in, Steven?”

My wife was born in Montana, and I have much to prove. Next morning, determined to make it as a macho cowboy, I swagger to the stables by the hotel. The guide, Amanda, takes one look at me and gives me the oldest horse she can find.

“Just give Sailor a good ol’ kick if he dawdles,” she drawls, which is not exactly what you want to hear when you aspire to being a speeding outlaw. Needless-to-say, Sailor does dawdle, bringing up the rear like a granny waving her cane and crying to those ahead; “Go on, don’t mind me!”

But my slow gringo pace gives me plenty of time to ogle the epic scenery - the dusty sage brush and the purple hills beneath gaping blue skies. Montana calls itself ‘Big Sky’ country, and it’s not joking. This much blue can leave you feeling a little agoraphobic.

Ahead of us, David, the tour leader sits silently, staring out at the skyline. Amanda explains that he comes from six generations of Paradise Valley inhabitants. “I guess over the years they used up everything they wanted to say…” she states, in all seriousness.

But not all cowboys are so taciturn. The next day we drive a few hours south-east into Wyoming to go to a rodeo. The town of Cody, Wyoming, was built by Buffalo Bill Cody, who was, it turns out, the Donald Trump of his day. In 1895, he constructed one of the West’s most luxurious hotels, the Irma (named after his daughter) and persuaded his friend Teddy Roosevelt to build the nineteenth century’s highest dam to provide water and hydro-electricity for his new town.

Cody has always been a tourist destination, but one with a genuine cowboy vibe. Every night in summer the ramshackle stadium hosts the Cody Rodeo, one of the world’s most famous, dating back to 1919. The excitement is palpable as we queue up, as is the strong scent of ammonia from the horses and bulls snorting eagerly in the paddocks.

The stands are packed with bright-eyed children, a smattering of Europeans in brand new cowboy hats, and locals here to see their rodeo heroes. From our seats in the Buzzard’s Roost we view huge bulls bellowing like gladiators and bowlegged, skinny-bottomed cowboys in chaps nonchalantly smoking rollups.

For two hours we gasp and laugh and gasp some more. Small-town rodeo is a circus-act mixed with Olympic level horsemanship. “Ouch,” declares the compere, Randy Schmutz, after one huge bull pulls free from its ropes, “that’s like holding down a pit-bull with dental floss…”

There’s steer roping (lassoing a rogue cow), bareback riding (bucking broncos) and steer wrestling (my personal favourite where a cowboy hurls himself off a horse and wrestles a small bull to the ground like Lawrence Dallaglio tackling a French winger). There are cowgirls too, who race horses between barrels, their be-jewelled hats, waistcoats and belts sparkling like royalty in the dark Wyoming night.

The main event is saved until last: the bull riding, where wiry cowboys attempt to stay on truck-sized furious bulls, and for the most part, are tossed to the ground like flies. If you want your first born to be a bull-rider, name him Clayton - three of the ten contestants are so-named. Clayton O’Brian wins, staying on his epileptic bull for a remarkable eight seconds.

On the way out I inform my wife that I’m giving up writing to become a rodeo star. Her laughter is deafening.

We take a day to drive the 150 miles back to Chico, through Yellowstone National Park. Yellowstone was created by President Grant in 1872, four years before Custer’s last stand at nearby Little Bighorn. It’s huge – two million acres, containing half the world’s quota of gesyers, and seemingly most of its buffalo, who seem to like nothing better than walking out in front of your car. They’re majestic but funny-looking beasts, with huge heads and skinny back legs, a bit like Tony Soprano crossed with Rio Ferdinand.

We also witness huge elk grazing , and for a brief intoxicating moment, a massive moose plodding across a stream. Yet almost as fascinating are the herds of people –older couples wearing matching clothes, Dennis Hopper look-alikes on Harleys, and movingly, families of new immigrants to America proudly having their pictures taken by geysers, in clouds of steam.

We all throng to see Old Faithful, which spurts a hundred feet into the air, as everyone cheers patriotically. I leave musing that if I’m that vigorous and faithful (every hour and a half) when I’m old, I’ll be one happy pensioner.

Back in Paradise Valley, we head into Livingston for some cowboy nightlife. Like most things here, Livingston lives up to expectations . There are prettily-restored Victorian era buildings containing coffee bars and bistros and art galleries, but it’s still a Wranglers and boots town, without pretensions.

Built in 1882 by the Northern Pacific Railroad to house its locomotive repair works, it once boasted thirty saloons. One, The Bucket of Blood, was owned by the charmingly-named Madam Bulldog who once threw Calamity Jane out for fighting, shooting a hole in the ceiling and using “mule-skinner language.” When Rudyard Kipling passed through Livingston in1900 he left after ten minutes “exhausted of its charms.”

We frequent The Sport, another former Calamity Jane hang-out , with its fabulous 40ft bar, copper ceiling , numerous stuffed trophies and Winchester rifles above the bar. Over a burger the size of Birmingham we get talking to local resident, Gary Fish, who recalls his boyhood at The Sport emptying the cowboy’s spittoons for a nickel. He lets drop that just the other night he was drinking across the road with Hollywood star Michael Keaton.

“Michael was hitting on my niece,” chuckles Gary. “But she’s a level-headed gal . He didn’t get very far...”

I wake with a sore head as dawn breaks. Someone is banging on the door. It’s time for my final Montanan rite-of-passage. Fly-fishing with my father-in-law, Brian. Paradise Valley boasts some of the best fly-fishing in the world. This is where Robert Redford’s ‘A River Runs Through It’ starring Brad Pitt, was set and filmed. I am suddenly nervous. This is like hitting your first tennis ball on Wimbledon centre court.

Brian takes me to buy flies from the local petrol station. We locate them above the ammunition shelf. The names of the tiny fluffy flies are captivating: Red Humpy, Bitch creek, Orange Glo Bug, Prince Albert, BlackWoolly Bugger. Brian decides on the latter.

“Why?” I ask, eagerly. “Because that’s what lives by the river,” he replies with the sweetness of someone instructing a two -year-old.

By 7.30am we are standing on the banks of the mighty Yellowstone. Brian shows me how to tie my fly, twisting the line four times then looping it back through. Then he demonstrates casting technique, using the ‘ten to two’ method - swing back to two o’clock and forward to ten o’clock. We’re after Yellowstone Cutthroat Trout, the wiliest of fish. If this is Wimbledon, I’m playing Boris Becker.

In three hours I get two nibbles, but no fish. It turns out I am the one to be slowly reeled in, until I’m hooked on the lazy flick of the rod, the whip of line and fly, the gentle hush of the river. As Brian pours us coffee, I decide that Dennis Quaid and Jeff Bridges are right. This really is paradise.

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