Monty Got A Raw Deal is written in the key of G Dorian.
According to the Theorytab database, it is the 5th most popular key among Dorian keys and the 34th most popular among all keys. The G Dorian scale is similar to the G Minor scale except that its 6th note is a half step higher (E). Chord progressions in Dorian have a characteristic sound due to the major quality of the chord built on the 4th scale degree.
See the G Dorian Cheat Sheet for popular chords, chord progressions, downloadable midi files and more!