Vic- Most of Arizona is BLM or National Forest, so there are lots of dispersed camping options. The military has significant holdings, Barry Goldwater Bombing Range and the Yuma Proving grounds are huge and not open to the public. There are also several large Reservations, and they have their own restrictions. Most of the area along the southern border open, interesting, and safe, though wall construction can be pretty ugly in places.
You should be aware that there are Border Patrol checkpoints scattered all across Arizona, New Mexico, and California. Many are far from the border and the dogs they use are very good at sniffing out controlled substances. They typically only stop traffic coming from the south, but depending on your route you could end up getting stopped.
Edited by dr.tucson, 14 January 2021 - 02:57 PM.