Garryown has some pretty interesting historical significance for a privately-owned town. It is located at the southern edge of what was once Sitting Bull's encampment, and is said to be the place where the Battle of the Little Bighorn began. It houses the Custer Battlefield Museum, which is not for sale.
It should be noted that calling Garryowen a town is a little bit of a stretch. It has a total area of one square mile and is unincorporated. Its only commerce is its status as a tourist attraction: It does not appear to have any private residents currently living there, and its most notable shopping establishments are a Subway, convenience store and, of course, a gift shop.
But still: You get to tell people that you own your own town and you can give yourself a fancy title. Why be the mayor when you can be the Grand Poohbah?