Monument Valley, Utah, of course--the now iconic location for many Ford westers, inclusing She Wore a Yellow Ribbon and The Searchers. BTW, I fail to understand why so many posters here ask questions that are answerable with one click on the very page they are on. Click the link here for Filming Locations.
shareWhile the vistas and long shots were done in Monument Valley (as Ford usually did), the Fort Apache sets were in Newhall at a long since gone studio ranch called Corriganville (bought by Bob Hope as a hosing development, which never materialized).
Also any close up shots paralleling the vistas at Monument Valley were shot in Newhall, as was the big battle scene at the end.
Ford would send his "second unit" to Monument Valley to shoot the vistas and long shots using stunts to double the actors, then cut to the close ups of the actors in California. He was great at finding California locations that had a reasonable match to Monument Valley.
This was so he could have his cake and eat it too, given time and budget restraints.
Occasionally he would take his entire company to Monument Valley, but this was the exception, not the rule.