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Pray is an unincorporated community in Park County, Montana, United States, in the Paradise Valley. The town was founded in 1907 by Valentine Eggar, an entrepreneur. He named it after Congressman Charles Nelson Pray. For statistical purposes, the United States Census Bureau has defined Pray as a census-designated place (CDP). The CDP does not correspond to the local understanding of the townsite. As of the 2020 census, Pray had a population of 790. Pray has a post office with ZIP code 59065, which opened on December 8, 1909.