Immigration, Arizona....and The Hunt for Red October

My wife reminded me of this exchange from The Hunt for Red October between the captain and the sub's doctor.

Do you think they will let me live in Montana?

I would think they'll let you live wherever
you want.  

Good.  

Then I will live in Montana, and I will marry a
round American woman and raise rabbits,and she
will cook them for me, and I will have a pickup
truck...or a... possibly even a recreational
vehicle and drive from state to state.
Do they let you do that?  

Yes.  

No papers?  

No papers.

Except, of course, for Arizona.