Hi Nancy,
There is a Caney In Montgomery County, KS
Here is a link to a map of Kansas
http://skyways.lib.ks.us/counties/#cmap
Here is another link to the cities in Montgomery County.
http://skyways.lib.ks.us/counties/MG/
You can click on the counties on the first map and it will give you info on all the cities in the county.
My mom lived in Caney, KS in the early 1930's.
Good luck in your search!
Debra