Why are ocean fossils found on top of the rocky mountains?

Let's start from the beginning. 

Millions and millions of years ago, planet Earth was absolutely crowded with volcanoes. 

As you may know, volcanoes release steam and gasses. 
As the years went by, the gasses released from volcanoes formed the atmosphere around the planet, which prevented the steam from disappearing into outer space. 
The steam eventually, in cycles, began to fall back to Earth. Viola, rain had just been "invented". 

As more and more rain fell, considering almost every surface of the planet was volcanic, the water began to build up and "flood" the planet. Many active volcanoes had now been transformed into underwater volcanoes. 

As more and more years went by, eventually, bacteria in the water slowly began to evolve, first into jelly-fish like creatures, then tadpole-like creatures, leading all the way up to large ferocious underwater reptiles, amphibians and fish. 

As the planet started to warm up, probably by methane gasses released from the prehistoric underwater creatures, the water levels on Earth began to drop again. At the same time, the active underwater volcanoes were creating new landmasses, either by lava cooling on the surface of the water or tectonic plates pushing the volcano above sea level. 

So, this, is how fossils of sea creatures ended up in high land-based mountains. 
Because millions of years ago, most of Earth was underwater until the water levels dropped or lands "grew" higher. 
The Rocky Mountains were once underwater. 

If you take a look at images of the Grand Canyon in the United States, you'll see that it resembles the deep caverns and canyons that you find at the bottom of oceans. 
That's because the Grand Canyon WAS at the bottom of an ocean.

Because the mountains were once underwater but as the countries grew the water level decreased