Did the Aztecs have any interactions with the Native American nations of North America?

The first thing to point out is that these groups didn't exist, or at least didn't exist as most think of them today, when the Aztecs were at the height of their power. In fact, the Comanches didn't exist as a distinct people until after the arrival of Europeans and, specifically, after the arrival of the horse to the plains. They separated themselves from a different Indian group and completely converted their way of life to mounted warfare and trade. The Apaches were a people but they were one of 100s and maybe 1000s of small nomadic and semi-nomadic Indian tribes that lived in the very dry area that stretched from Central Mexico to what is today Canada. The Spanish would later label all these mobile tribes Chichimecas. The Apaches grew to be the powerful group they later became because they were one of the first of these Chichimeca groups to adopt the horse, and the area they lived in (the Southern Plains) was perfect for mounted warfare.

Now did the Aztecs make war on these pre-horse Apaches? Possibly, but probably not. To do that they would have had to bring an army past the 100s of Chichimecas in north Mexico to an area that was dry and had little resources they cared about. Now the Aztecs did make war on the Chichimecas directly north of Central Mexico (who again were similar to the Apaches in that they were semi-nomadic). They found it very difficult to chase down and defeat these Chichimeca groups. The Spanish would face similar difficulties. There's a lot of cool native drawings about this Aztec v. Chichimeca and Spanish v. Chichimeca warfare you can look up.

As far as other contact between the Aztecs and the Indians of what is today the United States, there was certainly indirect trade. Plenty of MesoAmerican goods have been found among the Pueblos of New Mexico. Was there direct contact? I'm not an expert, but I've talked to some historians who think that MesoAmerican and specifically Aztec traders would make their way along the Rocky Mountain corridor (which was like a thin line of sedentary groups extending through the area of the nomadic and semi-nomadic Chichimecas) and trade as far as New Mexico. As I understand it, the evidence to prove this is circumstantial. For example, there are Pueblo drawings of people wearing clothing that bear similarities to what the Aztecs wore. I think that the only way to prove is beyond a doubt is if a DNA study of unusual Pre-Colombian grave site or an oddly clothed corpse shows MesoAmerican ancestry.