I've seen the sign on I-17 so many times, but hadn't stopped to see it until now. The castle is a building in the middle of a cliff, where people lived around 1200 AD. There is no evidence that Montezuma was ever here, it was abandoned long before he was born.
The cliff is one side of a valley carved by a tributary of the Verde River. The people who lived here farmed in the valley, and were thought to be nomadic until they developed farming and so had a need and a reason to stay put, and that's when they started building more permanent homes like this one. They are called the Sinagua, which is Spanish for "no water", because they lived in the desert.
The river's source is Montezuma's Well, 11 miles away, where underground springs fill a lake formed by the collapse of a limestone cavern, and the overflow forms the river.
The Sinagua had canals that diverted some of the flow to their fields.
And there were residences here, too.
The water has an unusual and unusually high mineral content, and there are several species of plants and animals that have evolved to live in it, and are found nowhere else in the world.