Native american land is controlled by tribal law. You must check with each tribe before taking a firearm on their land. Some Tribes consider federal and state highways through their property as being under their control.
There are about 800 Native American Tribes listed by the federal government and tribal law only applies to those who live on the reservation but if you are carrying a firearm, even with a permit/license that is valid in the state the reservation is located in, that permit/license may not be valid on the reservation. They may take the firearm and tell you that you can go to tribal court to get it back.