Located at Burgess Junction on US Hwy 14A 27 miles west of Dayton on top of the beautiful Northern Big Horn Mountains in Bighorn National Forest, Bear Lodge Resort is a full service, year-round destination property.Located at Burgess Junction on US Hwy 14A 27 miles west of Dayton on top of the beautiful Northern Big Horn Mountains in Bighorn National Forest, Bear Lodge Resort is a full service, year-round destination property. .