Your local sheriff's dept has an information phone number, and they should know where they tolerate shooting in their county. Sometimes old abandoned quarries are allowed.
Federal lands such as BLM and National Forest permit hunting, according to state seasons. The Federal rangers might not necessarily like you using one of those spots as a shooting site just for shooting though. In that case it is best to check at a Federal ranger station.
So you need to call someone and check in advance.
Make sure you pick up your brass and don't leave a mess behind. Since you are not paying anyone like you would at a range to clean up after you, you need to remember to do it yourself.