While it wasn't entirely filmed on the Navajo reservation, it did include scenes shot in Monument Valley, which is located on the Navajo Nation. The vast, iconic landscape of Monument Valley is a defining feature of the film, and it's considered one of the most memorable locations in Western cinema.
It's important to note that while the movie is set in the American West and features Navajo characters, it has been criticized for its portrayal of Native Americans. Some argue that it perpetuates stereotypes and romanticizes the frontier spirit, while others appreciate its historical context and cinematic power.