Any death in a prison or jail, Federal, State, or County will be recorded in the county the facility, therefore the death occurred in. The state vital records office should have a copy, if you don't know the county it is located in.
Newspapers.com has a copy of the Tucson Daily dated Dec 18, 1967 that he was from Carson City NV when he was identified (and caught) after robbing a hotel in Tucson. So check with the state of AZ as well as NV for a death certificate.