Bolt2Bounce was asking about Indian land here in Arizona. I guarantee you that they WILL confiscate cars, guns and anything else if you are on the Reservation without specific requirements, licensing and regulations being met. Guided hunts may be an exception, but were not mentioned in the OP. Also, Arizona has legalized gambling on the Reservations, so money from hunting licenses is not an issue, here.
I don't know about other states, but here in Arizona, it can, will and has happened.
Of course, having been born and raised here, what do I know?