Here is one link and what they have to say:

http://www.archaeologysouthwest.org/pdf/scvnha/chapter04_j.pdf

“A new post was established in Nogales in 1910, when the Mexican Revolution threatened to
spill across the border. In 1916, this region was a staging area for the Punitive Expedition led
by General John J. Pershing; it crossed into Mexico in pursuit of Pancho Villa after he attacked
a town in southern New Mexico. Until the beginning of United States involvement in World
War I, the military presence was swelled by National Guard units mobilized from western
states to protect the border. From 1918 until 1933, the border was guarded by African-American
cavalry and infantry regiments known as Buffalo Soldiers.”

Since Nogales is so close to the border this was an ideal place to put a camp during this time.
The historical society in Nogales may have some more information as well.