Depending on the season, daytime activities at the ranch include trips to nearby Yellowstone Park, skeet shooting, river rafting, scenic horseback rides, and cross-country skiing. During their winter visit, Rachel and her boyfriend mushed a dog sled, rode a zip line between stands of Ponderosa pines, and spent a day snowmobiling on the upper bounds of the property. "I was calling my mom every day saying, I can't believe this, it's getting better!" she said. After gourmet dinners, guests gathered for parties in the saloon with live music, entertainment, and an open bar. One night,employees built a bonfire on an outdoor patio and passed out skewers of chicken and rattlesnake meat, while wood and tobacco plumes twisted toward the stars.

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Rachel discovered the Crazy Mountain Ranch eight years ago, when she turned 21 and logged onto Marlboro's Web site for the first time. She'd started smoking Marlboro Menthols when she was 17, but Philip Morris, like all the major U.S. tobacco companies, restricts direct marketing communications to smokers 21 or older -- a voluntary measure, according to the company, to prevent contact with an underage audience. (The site's age-verification form, which requires each visitor to enter his or her name, address, last four social-security digits, and preferred smoke or smokeless product, is also a funnel to the mailing list.)

On the site, Rachel came across a gallery of ranch photos, showing people having fun against a backdrop of beautiful scenery. She had never been to Montana, but had always loved Western movies and cowboys. The site shared few details about how to visit, though, and none of the friends or family members she asked had heard about the place. Then out one night in early 2011, she met a guy whose girlfriend had won a trip and brought him along. He raved about the experience, and Rachel was mesmerized. She scoured the web for information in past winners' blogs, and started placing daily calls to Marlboro's 800 number, bombarding the customer service representatives with her interest in going.After almost a year of persistence, she received a form for the limited-entry Rock the Ranch sweepstakes.

Marlboro selects other winners straight from the customer database, in a process David Sylvia, a spokesman for Altria Group -- the parent company of Philip Morris USA -- would describe only as "more thought than randomness." Mike, an IT consultant from Alabama whose friend Shawn received an unsolicited invitation seven years ago and invited him as a guest, thought at first that the offer must be a scam. Shawn had signed up for a Marlboro promotion at a bar one night in college, about 10 years before, but had since quit smoking. Now he was being offered the vacation of a lifetime, for free?

"It sounded too good to be true," Mike told me. "There's a catch. We're going to get out there, and they're going to try to sell us a timeshare, or there's going to be some brainwashing session for Philip Morris." He completed the required paperwork and packed his things in the red luggage that arrived one day in the mail. But, he said, "I think I was still skeptical until we got on the plane."