HELENA, Mont. — Larry Mayer, a newspaper photographer, pointed his camera to the sky on Wednesday and began snapping pictures of what appeared to be a mysterious white orb hanging in the sky over Billings, Mont.

He didn’t know what he was looking at, but he knew something was up — way up, like 60,000 feet up.

“They shut down the airport and wouldn’t let anyone land or take off, but wouldn’t say why,” said Mr. Mayer, who works for The Billings Gazette and is also a pilot.

By the next day, his photographs were being published around the world, and everyone in town was talking about what he had captured through his lens: a Chinese spy balloon, according to the Pentagon.

The balloon, which the Chinese authorities insist is a civilian craft designed more for meteorological recordings than for espionage, had floated out of the state by Friday. But the topic still hung in the air in Billings and across Montana, a state more often associated with ranching and spectacular natural beauty.

Some Montanans wondered why, in a time of high-tech spy satellites, China would send a balloon. “It was eerie,” Donna Pavlish said as she took a walk in Billings on Friday. “Unsettling.”

The Chinese government has said the craft was never intended for an overflight of Montana but was pushed off course by westerly winds.

“It’s so fascinating that something so low-tech as a balloon is causing this international incident,” Ms. Pavlish said.

Others couldn’t understand why the airship — a sitting duck, or at least a gently floating one — wasn’t simply taken out by the Air Force. The Pentagon had sent F-22 fighter jets to track the balloon on Wednesday, U.S. officials said, but decided against firing on it because of concerns about falling debris across the vast state, which is home to a million people.

In a land where a deer rifle hanging in the back of a pickup truck is a common sight, some joked about doing it themselves.

“I did see it, and it should have been shot,” said Billy Norris, a chef at Dickey’s Barbecue Pit in downtown Billings. “It’s a spy balloon, and it shouldn’t have been flying over the United States.”

Mayor Bill Cole of Billings would have taken the shot, too.

“I’m not an expert, but I can’t see why the government didn’t shoot the thing down,” he said. “Montana only has seven people per square mile. The chance of hitting anyone is less than the chance of winning the Powerball.”

“I’m more worried about cattle,” he added. “Montana has two times as many cattle as people, and a cow is a lot bigger.”

For some, the issue was not so much whether the balloon should have been left to linger over Montana, but why it was allowed to get there in the first place. The state is home to Malmstrom Air Force Base and its 150 intercontinental ballistic missile silos.

“We should take care of our security a lot better,” said Chet Cole, who works at the Marble Table restaurant in Billings. “If a balloon makes it this far to Montana, then somebody’s not doing a job with national security.”

And if anyone in Montana has experience in dealing with unexpected visitors from above, or at least pretending to, it is the Montana cattle rancher Bill Pullman, better known to many as the actor who played the president in the 1996 alien invasion film “Independence Day.”

“It was a wake-up call for me and probably for a lot of people in Montana,” Mr. Pullman said Friday. “The state can feel too remote to be in harm’s way if there were a war, but in fact it could very likely be the frontline of a nuclear first strike. Fortunately I think most Montanans have a restraint that keeps things like unruly horses and floating hot-air balloons from causing a bad wreck.”

Brian Schweitzer, a former governor of Montana, said he understood people’s concern. “In Montana, we don’t like people peeking over our fences,” he said.

But he said he found it hard to believe that China was spying on the missile silos. “I grew up in a little farmhouse a mile from an intercontinental missile,” he said. While the missiles are underground and not visible, Mr. Schweitzer said, you can drive up to the facility and take a photo. “Taking a rental car would be a lot cheaper than sending a balloon from Beijing,” he said.

The balloon was no longer a direct concern for Montana by Friday, having traveled hundreds of miles east to Missouri.

Jordan Bush, who works as a defense contractor near Kansas City, had left work a little after 10 a.m. to pick up his car from a repair shop when he spotted the balloon.

Mr. Bush is a weather balloon enthusiast — “Yes, this was right up my alley,” he said — and had been tracking the prevailing winds in anticipation of the balloon’s heading east.

“Personally I’m kind of concerned,” he said of the balloon, adding that he was skeptical that it had arrived by accident.

In Columbia, Mo., Jacob Ennis, 30, was taking his trash out to the dumpster at his home when he looked up and saw the balloon.

“It was pretty obvious,” he said. “It seemed a bit closer than I thought it would be. It was just a big white orb in the sky.”

Mr. Ennis had heard that the balloon was in the Kansas City area, about a two-hour drive west, but he said that he hadn’t really been looking for it. “It’s definitely noticeable,” he said. “It’s very interesting. It’s a little ominous knowing it’s a surveilling craft from a foreign government.”

Mr. Ennis said he had stayed outside for about 10 to 15 minutes watching the balloon and taking photos and video on his cellphone, which he posted to Twitter. It was still in sight when he went back inside.

Jenna Fisher contributed reporting from St. Louis.