In the time I spent in Arizona (a long time ago) I didn't observe much of any interest in traditional "folk" in any of the areas where I spent much time. Of course that can vary a lot from one town to another, and Arizona only has a handful, so it shouldn't take much exploring to find out if there is anything there. Even a little bit of "first person exploration" can put lots of miles on your bicycle, though.

The visible culture there, other than people whose only interest was getting somewhere else, was mainly influenced by Spanish (Mexican) or Native American traditions. Things may have changed a lot in the 50 years since I was there though.

I haven't heard much from the Reservations there, but there are frequent indications that they possibly could use lots of volunteer help; but if the ones there are like others recently reported some caution would be advised to be sure of what you're getting into before getting in too deep. (The most needed volunteers would be someone to volunteer to figure out what kind of volunteers are needed at many of the reservations elsewhere. The ones who could most benefit from help often have little idea of what would be helpful.)

For finding music and folk, contact with locals probably would be as useful an approach as you'll find.

Looking for festivals nearby (in Arizona that may mean within 300 miles) might help to identify locals with an interest that matches up with yours, or even local "associations" of more specialized kinds.

If there's a "senior center" you probably don't really have to be a senior to figure out who's there and whether they might know anything.

Even Tucson probably has a library, and small town librarians can often provide surprising amounts of information about the area.

A town newspaper editor can be helpful, but a town the size of Tucson may just deliver the Phoenix newspaper. Smaller towns in some areas are more likely to have at least a "weekly" of their own than the "in-between" ones like Tucson.

My comments are probably too generic (and dated) to be of much use, but single-post threads sometimes need a little kick to get started so I'll post anyway.

John