Police have found the getaway car of a US military veteran who walked into a bar in the western state of Montana on Friday morning and fatally shot four people, but the gunman remains at large.

The Army veteran suspected of killing four people at a Montana bar last week was still at large Sunday and may still be armed after escaping in a stolen vehicle containing clothes and camping gear, officials said.

The mental health of suspected Montana gunman Michael Paul Brown, 45, declined significantly following the death of his mother, relatives said.