Bentonite

Sodium-type Bentonite is only known to exist in Wyoming, South Dakota, Montana and the surrounding areas.  It was created when volcanoes in Yellowstone and Idaho erupted, spewing countless tons of volcanic ash into the air.  This ash then settled into inland seas in the aforementioned areas, sometimes as deep as 20 feet or more.  The resulting exchange between the sea water and the ash over time created the clay we know today.

Depending on the bed of Sodium-type Bentonite, the clay can be one of numerous colors.