Willow Creek was named for the creek on which it is located and the creek was named for the many willows along its banks. However, the creek's first name was "Philosopher's River" penned by Captain William Clark of the Lewis and Clark Expedition. This town, is near where the Jefferson, Madison and Gallatin rivers merge to form the 2,300-mile Missouri River. It is also close to Lewis and Clark Caverns State Park and Madison Buffalo Jump.