Consulate General of the United States Chiang Mai ...

She can apply for a "Tourist Visa" here in Chiang Mai
You can apply for a "Fiancée Visa" in Bangkok
(the Consulate in Chiang Mai does not process K-1 Visa's)

For Information and Forms for the K-1 Visa -
(This will take you to the American Embassy Website)
United States K-1 (Fiancée Visa)
Download K-1 Form  CLICK HERE
Download Instruction  CLICK HERE
Don's Life In Thailand  (Chiang Mai)