It's not a problem anymore because all three of these states honor my Utah permit.
True. However, each state has different laws about carrying in a drinking establishment.
Idaho has no law against it. Carry in a bar, no problem unless you're legally intoxicated (same as DUI).
Montana requires open carry even for concealed carry license holders, in a bar. I'm not sure what the legal definition of "bar" is in Montana.
Wyoming? I don't even know. According to some members here, the place is so socially conservative that there probably aren't any drinking establishments.