On private land, be sure you have the permission of the owner. On Native American reservation soils, make sure you are aware of tribal policies regarding your visit. On federal lands, many federal laws are in effect - the intent of which is, of course, to protect the cultural resource. Violations, intended or not, could land you in front of the federal magistrate. Laws are rigid.
Fines are steep.
Jail terms lengthy. Know before you go. Conduct yourself as you would while visiting a museum. Or a church - a degree of reverence is warranted. Many such sites are considered by researchers to have been places of worship.