There's a small uncontacted tribe living on an island in the Indian ocean that legally is a part of India. However, the govt does not attempt to enforce the law and in fact actively prevents people from reaching the island.
Although, there are entities that are de facto sovereign and even have had the wherewithal to keep it with arms. Myanmar is home to more than one of these, actually. There's the Shan State (https://en.wikipedia.org/wiki/Shan_State), and within their de facto sovereign areas there are pockets of smaller administrative units that are armed and are also de facto sovereign, accepting nominal de jure Burmese authority over the authority of the nationalist minority independence movements, such as the Wa State with (https://en.wikipedia.org/wiki/United_Wa_State_Army). Alas, the tribes here in the US don't quite have that kind of firepower, nor the desire to refight the latter half of the 19th Century.
That's not to say that the relationships between tribes, the federal government, and state governments is any less complicated and at times contentious. The Supreme Court tends to favor tribal sovereignty as almost akin to that of a state, but not in all circumstances and where "full faith and credit" ends when it comes to tribal judicial authority when it comes to civil matters seldom actually represent actual "full" anything. Although tribes do have sovereign immunity so without congressional approval one can't simply litigate out every issue by suing the tribe, so the ambiguities are likely to persist.