Partly true. If they are on their reservations they are autonomous. But if they are off the reservations, they are subject to the laws of the state in which they find themselves at that moment. Lastly, the Federal Government gave them reservations for the exclusive, autonomous use and by treaty accepts that they are nations within the nation of the United States of America. If you get caught speeding on the reservation, you cannot appeal to the U.S. Supreme court--you can only appeal to the tribal council or chief.
Australia's most dangerous Islamic State operative killed in U.S. strike (AP)
from the article: Displacing the Bedouin