Wyoming, Montana and Utah requires no license for hunting coyotes for non residents.
Those are three that I know of.
If you want to hunt public land in Montana you do need to buy a conservation license for about 10 bucks.
These are for coyotes as they are considered a predator nuisance.
That does not apply to all other species, mind you.
My info might be dated, so a call to those states department of resources is suggested to confirm validity.