Were Navajo Indians in other states?

The Navajo are the largest tribe in America, more than 300,000 members in 2014. 75% live on the Navajo Nation or nearby but there are Navajo in every State except 3. If by "were" you mean long ago, then they lived in the area that is now Arizona, New Mexico, Utah and Colorado before those States existed as such. This is the area of the Navajo Nation today.