The story of "This Is What It Means to Say Phoenix, Arizona" is set on the reservation in Washington state near Spokane, Washington. Flashbacks are also on the reservation. One of Thomas Builds-the-Fire's story relays a flashback of when he went to Spokane as a boy and another story tells a vision of how he and Victor could prove they are warriors the ends up "in front of the police station" of an unidentified "city."
The occasion of Victor's father's death takes Victor and Thomas to Phoenix, Arizona to collect his ashes, his mementos, and his truck. On the drive back, they go through Nevada and are "half way up Nevada" when Thomas takes over driving and runs down the jack rabbit, the only live thing around.
The story occurs during the time of year of summer ("the two of them stood in the hot Phoenix summer"). The flashback on the occasion of the Fourth of July and the flashback of the wasps nest occur in summer. Thomas's walk to Spokane to find his vision, which turned out to be Victor's father, may have been in spring, autumn, or summer. The only indications of time of year are that Thomas walked and there is no mention of snow or cold. The flashback to Thomas's few seconds of flight from the schoolhouse roof occurred in the autumn or spring because it occurred during school and at a time when he "crashed to the ground" instead of crashing on the snow or frozen ground.
The story variously changes times from daytime to night time as the unspecified number of days roll by between when Victor first hears of his father's death until the start of the long drive back from Arizona, at which point we are told that Victor drove "for sixteen hours straight." After Thomas's story about his father's death during the occasion of World War II, we are told that Victor and Thomas "made it back to the reservation just as the sun was rising," but there is no indication of whether it was the morning after the jack rabbit or a later morning, although the intimation is that it was the morning after the jack rabbit.