The "Last Chance Golf Course," now known as Bill Roberts Golf Course, was established in 1925 as a nine-hole golf course on the north edge of Helena, Montana. The name Last Chance Golf Course was given to the course in reference to the Last Chance Gold Strike of 1864 that eventually ended up being the birthplace of what is now the capital city of Montana.

The name was later changed to Bill Roberts Golf Course in recognizing the efforts of longtime Pro/Greenskeeper Bill Roberts. Bill Roberts, a native of Illinois, came to Montana in 1924 and worked on golf courses in Roundup and Billings before settling as Golf Pro/Greenskeeper at Last Chance Golf Course from 1945-1965.