Montana (because outsiders know fuck-all about the different cities and regions of this gigantic state): Bears are rare. Wolves are rare, even with the re-introduction efforts. Most of the animals you see aren’t going to be very dangerous, especially if you aren’t out in the middle of nowhere, and our big cities are just as urban as big cities everywhere else. We just have more land which isn’t in a city, that’s all. Parts of the state are desolate and extremely isolated, but only parts.
Speaking of, we do have more meth than some states, but you can still live here decades and never see it or anyone who is involved with it. Use the same common sense you’d use in any other region and you’ll be fine.
Yes, our winters are cold, but they don’t last all year, and our summers get plenty hot and dry, just like in any temperate climate.
New Mexico, mostly southern near Las Cruces and near Alamogordo: Yes, it’s part of America. No, really, it’s been a state since 1912, and your Monty Burns impression sucks. Most people speak at least some English; even the little hole-in-the-wall taquería will have a daughter or someone who can deal with the anglos.
Yes, hot desert is hot in the summer. And dry. And very often empty. Act like a sane human being and stay hydrated and you’ll be fine. Scorpions rarely invade footwear in my experience, and snakes are, if anything, even more reluctant to get close to human habitation.
The cartels exist, sure, but they’re not looking for trouble. It isn’t profitable to just kill random morons. Again, use some sense and you’ll be fine.
And don’t antagonize the people at the checkpoints. I know you’re not even crossing a border, but you’re close to one, and they still have a job to do.