packing.org is your friend (though you should always verify info there with somebody official in your own state). They confirm that Arizona is still an open carry state (as it was when I lived there), and that as long as the weapon is in a holster it can even be partially concealed (only a portion of the holster must be visible).
Montana is also an open carry state, no permit required.. Additionally, we apparently have no state laws concerning vehicles, so you can conceal a weapon anywhere in one without a permit. Permit is, of course, required to conceal on your person.