Steve: some tribes prohibit simply possessing a firearm, in your vehicle, on tribal land. The casinos that ring Phoenix are all on tribal land, but an unloaded weapon in your car in the parking lot is considered in transit, as long as it stays in your car.

Sec. 6-130. Possession of Firearms or Explosive Weapons.
(e) Possession without a permit. Any person who shall possess within the Salt River Pima-Maricopa Indian Community any firearm or weapon for which a permit has not been issued shall be deemed guilty of an offense, unless such firearm or weapon is being transported through the community and is unloaded and not readily accessible.

The Navajo seem to go with the Federal safe-passage rule, which states that "persons traveling from one place to another cannot be incarcerated for a firearms offense in a state that has strict gun control laws if the traveler is just passing through (short stops for food and gas), provided that the firearms and ammunition are not immediately accessible, that the firearms are unloaded and, in the case of a vehicle without a compartment separate from the drivers compartment, the firearms are located in a locked container."

Found a site that stated San Carlos Apache, Tohono O'odham, and White Mountain Apache honor AZ concealed carry permits. I'd definitely confirm before doing so however.