I explore south and east of Tucson quite a bit and can share some GPS tracks if you like. From SR-86 out of Why,AZ you can take 286 South toward Sasabe, AZ, then east on Arivaca Sasabe Rd and take it all the way to Arivaca, AZ. Stop at Arivaca Mercantile for resupply of fuel and groceries (NOTE they are only open 7AM-7PM M-F, 8AM-6PM Sun). From Arivaca you can head south out of town on S 5th Ave, then about a 1/2 mile south of town, turn east on to Ruby Rd. Just stay on Ruby Road through all it's twists it will eventually turn into a dirt road a mile or so before leading you into the Coronado National Forest. Once in the forest there are dispersed campsites to be found everywhere.
If you want to experience a bit of history, I recommend making a stop at the Ruby, AZ ghost town. follow the very small sign to turn south off of Ruby Road onto the property, there is a caretaker there that will ask for $10-12 per adult for access and then provide you with a map of the town which you are free to self-explore as much as you want. (
http://rubyaz.com/) For an extra $8/night you can camp there, although you still need to be fully self-sufficient. No water is provided, but there are usable/stocked outhouses around the town.
Continue east on Ruby Rd, you'll pass more dispersed campsites and side-trails, eventually you will come to Peña Blanca Lake, there are a few drive-up campsites there, not sure how busy they get. The campsites and picnic areas around the lake have pit toilets available.
Continue east on Ruby Rd a bit more and you'll come to I-19. north to Tucson, south to Nogales. Nogales is the best/closest place to resupply if needed. The next real civilization to the east is roughly 60 more miles of dirt roads.
Choose your own adventure:
A) If you are stocked up: continue east on Ruby Rd across 1-19 for about a mile and a half. Turn south on either Calle Zapotec or Via Frontera to jog down onto S River Rd. follow S River Road east until HWY-82. Cross HWY 82 and S River Rd turns into Duquesne Rd.
B) If you need supplies, head south to Nogales, get goods, then take HWY-82 out of town heading northeast. Follow 82 for a few minutes until you see Duquesne Rd / S. River Rd. Turn east onto Duquesne Rd.
From HWY-82, follow Duquesne Rd east, there are LOTS of places to see here, some right on Duquesne Rd, some a short detour away. Things to look up: Mowry Mine, Duquesne Ghost Town, Washington Camp, Lochiel, Fray Marcos De Niza Historical Landmark, Santa Cruz River headwaters, trails directly along the US/Mexico border fence. Lots of great dispersed camping all over the place
Duquesne Rd will eventually turn into FR-61/Duquesne Rd which will eventually turn into Lochiel Rd. Keep working your way eastward and eventually you'll intersect with W Montezuma Canyon Rd which you can follow east toward Coronado National Memorial. You'll pass up and over Montezuma Pass which is a great view, and then drop down into the Memorial where you'll find hiking trails, Coronado Cave, and at the east end a Ranger station with bathrooms, water, a small museum about the area and a gift shop. NOTE: If you are a patch collector, the
Coronado National Memorial patch is really pretty, one of my favorite park patches.
After leaving Coronado National Memorial, S Coronado Memorial Rd will eventually intersect with HW-92 Left (which leads north) will take you to Casa Grande a few minutes away - great place to gas up and restock food if needed. Right turn on 92 will take you east towards Bisbee. Between Casa Grande, Naco, and Douglas, there are forest service roads that go along the border, cleverly named "Border Rd" and "International Ave" on the maps, but I have not been down them myself yes so I have no verification if they go all the way through. Last time we were headed that way we opted to take 92 to Bisbee, AZ (which is a really neat little historic town) and then take 80 to Douglaz, AZ from there.
Once you make it to Douglas, AZ, as noted in the comment above, you can take Geronimo Trail all the way to NM. I highly recommend making a couple hour stop a the Slaughter Ranch on Geronimo Trail east of Douglas. We stopped there on a whim and it was really cool. It's a massive historic ranch with something like 24 artesian wells. I think it was a $5 donation to get access to the area and a booklet with a self guided walking tour and lots of information about the history. Very cool. one note: The caretakers also foster abused dogs on the property, so no outside dogs are allowed. if you have a dog with you on your trip, you'll likely have to skip this stop.
Here's a few GPS tracks that we mapped, I have more if you have specific interests. I am fairly familiar with the borderlands, especially the section between Nogales and Sierra Vista and the section east of Douglas. I'm happy to provide specific GPS coordinates for good campsites we've found as well.
https://www.gaiagps.com/datasummary/track/f516647e-969c-4a74-b879-b7afa67cc94d/
https://www.gaiagps.com/datasummary/track/faa45d5cfe3d88cc80cd1f2d87e478f6/
https://www.gaiagps.com/datasummary/track/f0f5adf07761daf0eb8294cb8e37e445
