PLT DECIDED TO LAND ENROUTE DUE WX. AT 0803 HE CONTACTED BILLINGS FSS & WAS ADVISED BILLINGS WX WAS 5,000 FT BROKEN. AT 0809 HE CALLED BILLINGS APPROACH CONTROL (A/C) & ADVISED HE WAS 20 MI FOR LANDING. ENROUTE TO ARPT HE WAS UNABLE TO LOCATE THE ARPT DUE WX UNTIL 0818 WHEN TOWER CLEARED TO LAND ON RWY 4. THE ACFT TOUCHED DOWN ABOUT 2/3 DOWN THE RWY, SKIDDED OFF THE RWY TO A POINT WHERE THE GROUND DROPS OFF ABRUPTLY. THE ACFT WAS THEN AIRBORNE FOR ANOTHER 130 FT BEFORE IMPACTING THE GROUND IN A NEAR VERTICAL ATTITUDE. AT NO TIME DURING THE RAPIDLY DETERIORATING WX CONDITIONS WERE SPECIAL WX OBSERVATIONS TAKEN. DURING THE APPROACH THE PLT WAS INSTRUCTED TO DESCEND TO 4,000 FT. THE ARPT ELEVATION IS 3,649 FT. THE PLT NEVER MENTIONED HE HAD RECEIVED THE ATIS INFO WHICH INDICATED WINDS FROM THE SW, NOR DID A/C OR THE TOWER ADVISE THE PLT OF THE DOWNWIND CONDITIONS.