We present a search for the production of excited or exotic muons (mu*) via the reaction pbar + p --> mu* + mu --> mu gamma + mu using 371 pb-1 of data collected with the Run II CDF detector. In this signature-based search, we look for a resonance in the mu gamma mass spectrum. The data are compared to standard model and detector background expectations, and with predictions of excited muon production. We use these comparisons to set limits on the mu* mass and compositeness scale Lambda in contact interaction and gauge-mediated models.