Price told the paper that he put the violin down on the curb while getting into a rental car. By the time he realized that he didn't have it, it had been taken from the curb.
The violinist spent two days visiting pawnshops and music stores in Billings this week; meanwhile, police examined surveillance footage from the airport.
The violin, an 1879 instrument built by Eugenio Praga, is worth about $50,000, according to the Gazette.
The TSQ blends classical music with jazz, bluegrass, rock, and other genres. The group won a Grammy Award this year in the classical crossover category for 4 + Four, a collaboration with the Ying Quartet.